+77.2%
CTAS vs CART
+38.4%
+38.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | +1.2% | +3.0% | -1.8% | +0.9% |
| 30D | +12.8% | +28.6% | -15.8% | +10.7% |
| 3M | +10.3% | +29.1% | -18.8% | +8.1% |
| 6M | +32.0% | +44.7% | -12.7% | +28.2% |
| YTD | +19.1% | +29.2% | -10.1% | +16.5% |
| 1Y | +21.5% | +66.2% | -44.7% | +16.1% |
| 3Y | +76.0% | +112.8% | -36.8% | +65.5% |
| All | +77.2% | +38.4% | +38.8% | +65.2% |
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