+29.2%
ALL vs CART
+49.3%
-20.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +5.0% | +1.3% | +3.7% | +5.0% |
| 30D | +13.3% | +19.2% | -5.8% | +12.0% |
| 3M | +3.2% | +17.6% | -14.4% | +1.8% |
| 6M | +25.3% | +47.4% | -22.0% | +22.7% |
| YTD | +30.5% | +30.9% | -0.4% | +28.2% |
| 1Y | +29.2% | +46.0% | -16.8% | +26.3% |
| All | +29.2% | +49.3% | -20.1% | +26.3% |
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