-55.4%
APP vs CART
+61.3%
-116.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +10.3% |
| 7D | +4.5% | +1.4% | +3.2% | +4.2% |
| 30D | -3.6% | +29.7% | -33.3% | -9.6% |
| 3M | -35.3% | +29.7% | -65.0% | -39.3% |
| 6M | -42.8% | +36.8% | -79.6% | -46.5% |
| YTD | -59.7% | +31.7% | -91.3% | -64.1% |
| 1Y | -55.4% | +62.4% | -117.7% | -55.8% |
| All | -55.4% | +61.3% | -116.7% | -55.8% |
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