+138.9%
ALL vs CART
+38.4%
+100.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.0% | -4.5% |
| 7D | -1.9% | +3.0% | -4.9% | -2.1% |
| 30D | +13.8% | +28.6% | -14.8% | +12.2% |
| 3M | -7.0% | +29.1% | -36.1% | -8.3% |
| 6M | +18.0% | +44.7% | -26.7% | +15.7% |
| YTD | +24.2% | +29.2% | -5.0% | +22.3% |
| 1Y | +31.2% | +66.2% | -35.0% | +27.6% |
| 3Y | +107.5% | +112.8% | -5.3% | +103.0% |
| All | +138.9% | +38.4% | +100.5% | +136.2% |
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 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