-57.7%
ADBE vs CART
+112.9%
-170.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | -4.4% | +3.0% | -7.3% | -4.9% |
| 30D | +2.8% | +28.6% | -25.8% | -2.0% |
| 3M | -8.0% | +29.1% | -37.1% | -12.4% |
| 6M | -4.3% | +44.7% | -49.1% | -10.6% |
| YTD | -31.6% | +29.2% | -60.8% | -35.4% |
| 1Y | -26.9% | +66.2% | -93.0% | -32.9% |
| 3Y | -57.7% | +112.8% | -170.5% | -62.2% |
| All | -57.7% | +112.9% | -170.6% | -62.2% |
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