+77.9%
CTAS vs CART
+39.2%
+38.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -0.7% | +1.5% | -2.2% | -0.8% |
| 30D | +10.3% | +22.4% | -12.2% | +8.6% |
| 3M | +10.2% | +16.5% | -6.3% | +8.8% |
| 6M | +34.4% | +44.9% | -10.5% | +30.5% |
| YTD | +19.6% | +30.0% | -10.4% | +16.9% |
| 1Y | +21.8% | +59.1% | -37.3% | +16.9% |
| 3Y | +74.1% | +138.8% | -64.7% | +63.3% |
| All | +77.9% | +39.2% | +38.7% | +65.8% |
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