+80.5%
CTAS vs CART
+37.6%
+42.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.0% |
| 7D | +3.8% | +1.2% | +2.6% | +3.7% |
| 30D | +15.5% | +27.1% | -11.6% | +13.5% |
| 3M | +12.7% | +27.4% | -14.7% | +10.6% |
| 6M | +34.5% | +32.1% | +2.4% | +31.4% |
| YTD | +21.3% | +28.5% | -7.2% | +18.7% |
| 1Y | +23.1% | +58.8% | -35.7% | +18.1% |
| 3Y | +79.3% | +114.8% | -35.4% | +68.6% |
| All | +80.5% | +37.6% | +42.9% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling