-22.6%
ADBE vs CART
+14.4%
-37.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.5% | -6.4% |
| 7D | -8.6% | +1.0% | -9.6% | -8.8% |
| 30D | +2.8% | +12.6% | -9.8% | -0.7% |
| 3M | +3.1% | +23.1% | -20.0% | -2.8% |
| 6M | -2.4% | +39.5% | -42.0% | -10.9% |
| YTD | -23.9% | +13.5% | -37.4% | -28.2% |
| 1Y | -22.6% | +14.9% | -37.5% | -27.7% |
| All | -22.6% | +14.4% | -37.0% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling