+75.7%
AA vs CART
+112.9%
-37.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.7% |
| 7D | +4.8% | +1.5% | +3.3% | +4.6% |
| 30D | -0.6% | +22.4% | -23.0% | -4.2% |
| 3M | -16.3% | +16.5% | -32.8% | -18.8% |
| 6M | -33.4% | +44.9% | -78.3% | -38.2% |
| YTD | -20.7% | +30.0% | -50.7% | -25.1% |
| 1Y | +12.9% | +59.1% | -46.1% | +1.7% |
| 3Y | +75.7% | +138.8% | -63.1% | +33.1% |
| All | +75.7% | +112.9% | -37.2% | +33.1% |
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