-54.5%
ADBE vs CART
+37.6%
-92.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.4% |
| 7D | -0.7% | +1.2% | -1.9% | -0.9% |
| 30D | +3.5% | +27.1% | -23.6% | -0.7% |
| 3M | -5.0% | +27.4% | -32.4% | -8.8% |
| 6M | -3.6% | +32.1% | -35.7% | -8.2% |
| YTD | -29.6% | +28.5% | -58.1% | -33.1% |
| 1Y | -26.6% | +58.8% | -85.4% | -31.7% |
| 3Y | -56.3% | +114.8% | -171.0% | -60.6% |
| All | -54.5% | +37.6% | -92.1% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling