+24.3%
CTVA vs CART
+51.1%
-26.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | +1.6% | +1.5% | +0.1% | +1.6% |
| 30D | -8.5% | +22.4% | -30.9% | -9.2% |
| 3M | +5.3% | +16.5% | -11.2% | +4.7% |
| 6M | -0.1% | +44.9% | -45.0% | -2.1% |
| YTD | +21.2% | +30.0% | -8.7% | +19.6% |
| All | +24.3% | +51.1% | -26.8% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling