+81.1%
CTAS vs CART
+40.2%
+41.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | +10.7% | +23.1% | -12.3% | +9.0% |
| 3M | +11.0% | +19.2% | -8.2% | +9.5% |
| 6M | +38.7% | +45.7% | -6.9% | +34.7% |
| YTD | +21.8% | +30.9% | -9.1% | +19.0% |
| 1Y | +23.6% | +50.2% | -26.6% | +19.2% |
| 3Y | +74.9% | +133.5% | -58.6% | +64.1% |
| All | +81.1% | +40.2% | +41.0% | +68.7% |
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