+144.8%
ALL vs CART
+39.2%
+105.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | +13.8% | +22.4% | -8.6% | +12.6% |
| 3M | -2.8% | +15.6% | -18.4% | -3.6% |
| 6M | +23.7% | +44.9% | -21.2% | +21.2% |
| YTD | +27.3% | +30.0% | -2.7% | +25.3% |
| 1Y | +30.5% | +56.6% | -26.1% | +27.3% |
| 3Y | +113.0% | +131.9% | -18.9% | +107.5% |
| All | +144.8% | +39.2% | +105.6% | +141.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling