+98.5%
AAPL vs CART
+39.2%
+59.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.4% |
| 7D | +3.7% | +1.5% | +2.1% | +3.6% |
| 30D | +4.2% | +22.4% | -18.2% | +2.7% |
| 3M | +12.0% | +16.5% | -4.5% | +10.7% |
| 6M | +19.8% | +44.9% | -25.1% | +16.4% |
| YTD | +29.3% | +30.0% | -0.6% | +26.5% |
| 1Y | +31.1% | +59.1% | -28.0% | +26.1% |
| 3Y | +94.9% | +138.8% | -44.0% | +81.6% |
| All | +98.5% | +39.2% | +59.3% | +84.7% |
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