+79.6%
CTAS vs CART
+39.2%
+40.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +11.3% | +22.4% | -11.1% | +9.6% |
| 3M | +11.4% | +15.6% | -4.2% | +10.1% |
| 6M | +35.6% | +44.9% | -9.3% | +31.7% |
| YTD | +20.7% | +30.0% | -9.3% | +18.0% |
| 1Y | +22.8% | +56.6% | -33.8% | +18.0% |
| 3Y | +73.4% | +131.9% | -58.5% | +62.7% |
| All | +79.6% | +39.2% | +40.3% | +67.3% |
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