+49.0%
CVE vs CART
+41.0%
+8.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.6% | -9.2% | -7.7% |
| 7D | -12.1% | +1.4% | -13.4% | -12.2% |
| 30D | -9.8% | +29.7% | -39.5% | -11.4% |
| 3M | -0.7% | +29.7% | -30.4% | -2.7% |
| 6M | -4.3% | +36.8% | -41.1% | -6.9% |
| YTD | +70.6% | +31.7% | +38.9% | +66.5% |
| 1Y | +73.2% | +62.4% | +10.8% | +64.6% |
| 3Y | +60.3% | +120.1% | -59.7% | +44.7% |
| All | +49.0% | +41.0% | +8.0% | +36.2% |
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