+80.3%
CTAS vs CART
+40.2%
+40.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.6% |
| 7D | +1.7% | +1.3% | +0.5% | +1.6% |
| 30D | +8.4% | +19.2% | -10.7% | +7.0% |
| 3M | +13.0% | +17.6% | -4.5% | +11.6% |
| 6M | +39.1% | +47.4% | -8.3% | +34.9% |
| YTD | +21.2% | +30.9% | -9.7% | +18.4% |
| 1Y | +21.6% | +46.0% | -24.4% | +17.6% |
| 3Y | +73.2% | +130.3% | -57.1% | +62.5% |
| All | +80.3% | +40.2% | +40.2% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling