-37.0%
APP vs CART
+60.1%
-97.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.6% | +9.3% | +9.7% |
| 7D | +71.2% | +3.0% | +68.3% | +69.7% |
| 30D | +39.1% | +28.6% | +10.5% | +30.3% |
| 3M | +16.5% | +29.1% | -12.5% | +9.1% |
| 6M | -16.6% | +44.7% | -61.3% | -24.0% |
| YTD | -41.9% | +29.2% | -71.2% | -48.2% |
| 1Y | -37.0% | +66.2% | -103.2% | -34.8% |
| All | -37.0% | +60.1% | -97.1% | -34.8% |
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