+58.6%
CTVA vs CART
+39.2%
+19.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +1.6% | +1.5% | +0.1% | +1.5% |
| 30D | -8.5% | +22.4% | -30.9% | -10.5% |
| 3M | +5.3% | +16.5% | -11.2% | +3.4% |
| 6M | -0.1% | +44.9% | -45.0% | -4.5% |
| YTD | +21.2% | +30.0% | -8.7% | +17.0% |
| 1Y | +27.0% | +59.1% | -32.1% | +19.4% |
| 3Y | +87.2% | +138.8% | -51.6% | +55.9% |
| All | +58.6% | +39.2% | +19.4% | +37.1% |
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