+93.6%
AAPL vs CART
+112.9%
-19.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -0.7% | +3.0% | -3.6% | -0.9% |
| 30D | +1.7% | +28.6% | -26.9% | -0.2% |
| 3M | +9.7% | +29.1% | -19.4% | +7.5% |
| 6M | +19.3% | +44.7% | -25.4% | +15.8% |
| YTD | +26.3% | +29.2% | -2.9% | +23.5% |
| 1Y | +27.4% | +66.2% | -38.8% | +21.8% |
| 3Y | +93.6% | +112.8% | -19.2% | +80.9% |
| All | +93.6% | +112.9% | -19.3% | +80.9% |
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