+97.3%
AAPL vs CART
+39.2%
+58.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.0% | +0.3% | +4.7% | +5.0% |
| 30D | +3.5% | +22.4% | -18.9% | +2.0% |
| 3M | +13.1% | +15.6% | -2.6% | +11.8% |
| 6M | +19.0% | +44.9% | -25.9% | +15.7% |
| YTD | +28.5% | +30.0% | -1.4% | +25.7% |
| 1Y | +29.7% | +56.6% | -26.9% | +24.9% |
| 3Y | +89.2% | +131.9% | -42.7% | +76.7% |
| All | +97.3% | +39.2% | +58.0% | +83.5% |
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 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