+74.5%
CSX vs CART
+111.7%
-37.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.2% |
| 7D | -2.7% | +1.2% | -3.9% | -2.7% |
| 30D | +7.0% | +27.1% | -20.1% | +5.8% |
| 3M | -0.3% | +27.4% | -27.7% | -1.5% |
| 6M | +13.5% | +32.1% | -18.6% | +11.8% |
| YTD | +41.5% | +28.5% | +13.0% | +39.4% |
| 1Y | +45.8% | +58.8% | -13.0% | +41.2% |
| All | +74.5% | +111.7% | -37.2% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling