+168.6%
JCI vs CART
+111.7%
+56.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.0% | -6.3% |
| 7D | -16.9% | +1.2% | -18.1% | -17.0% |
| 30D | -17.2% | +27.1% | -44.3% | -18.7% |
| 3M | -14.2% | +27.4% | -41.6% | -16.0% |
| 6M | -8.7% | +32.1% | -40.8% | -11.1% |
| YTD | +10.7% | +28.5% | -17.7% | +8.2% |
| 1Y | +9.7% | +58.8% | -49.1% | +3.8% |
| All | +168.6% | +111.7% | +56.9% | +140.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling