+23.5%
CTVA vs CART
+40.2%
-16.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | -20.8% | +1.3% | -22.0% | -20.8% |
| 30D | -29.6% | +19.2% | -48.8% | -30.9% |
| 3M | -16.9% | +17.6% | -34.4% | -18.4% |
| 6M | -24.3% | +47.4% | -71.6% | -27.7% |
| YTD | -5.6% | +30.9% | -36.5% | -8.9% |
| 1Y | -4.2% | +46.0% | -50.1% | -8.9% |
| 3Y | +43.3% | +130.3% | -87.0% | +20.1% |
| All | +23.5% | +40.2% | -16.7% | +6.7% |
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