+65.7%
CSX vs CART
+38.4%
+27.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -3.9% | -3.4% |
| 7D | -5.5% | +3.0% | -8.5% | -5.6% |
| 30D | +4.9% | +28.6% | -23.6% | +3.8% |
| 3M | -2.9% | +29.1% | -31.9% | -4.0% |
| 6M | +8.3% | +44.7% | -36.4% | +6.3% |
| YTD | +36.7% | +29.2% | +7.5% | +34.8% |
| 1Y | +41.5% | +66.2% | -24.7% | +37.1% |
| 3Y | +68.6% | +112.8% | -44.2% | +59.1% |
| All | +65.7% | +38.4% | +27.4% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling