+44.9%
CVE vs CART
+37.6%
+7.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.6% |
| 7D | -14.1% | +1.2% | -15.3% | -14.1% |
| 30D | -11.6% | +27.1% | -38.7% | -13.1% |
| 3M | 0.0% | +27.4% | -27.4% | -1.9% |
| 6M | -8.4% | +32.1% | -40.5% | -10.6% |
| YTD | +65.9% | +28.5% | +37.4% | +62.2% |
| 1Y | +69.4% | +58.8% | +10.6% | +61.3% |
| 3Y | +55.9% | +114.8% | -58.8% | +40.9% |
| All | +44.9% | +37.6% | +7.3% | +32.6% |
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