+150.1%
ALL vs CART
+37.6%
+112.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.7% |
| 7D | +4.2% | +1.2% | +3.0% | +4.2% |
| 30D | +18.9% | +27.1% | -8.2% | +17.4% |
| 3M | +1.2% | +27.4% | -26.2% | -0.1% |
| 6M | +23.2% | +32.1% | -8.9% | +21.3% |
| YTD | +30.0% | +28.5% | +1.5% | +28.0% |
| 1Y | +39.6% | +58.8% | -19.2% | +36.1% |
| 3Y | +115.2% | +114.8% | +0.5% | +110.4% |
| All | +150.1% | +37.6% | +112.5% | +147.3% |
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 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