+803.3%
APP vs CART
+111.7%
+691.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.4% | +33.5% | +31.7% |
| 7D | +39.7% | +1.2% | +38.5% | +39.0% |
| 30D | +27.7% | +27.1% | +0.6% | +18.2% |
| 3M | -14.8% | +27.4% | -42.2% | -21.3% |
| 6M | -25.5% | +32.1% | -57.6% | -32.6% |
| YTD | -47.2% | +28.5% | -75.6% | -52.0% |
| 1Y | -42.3% | +58.8% | -101.1% | -51.3% |
| All | +803.3% | +111.7% | +691.7% | +652.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling