+196.1%
ASML vs CART
+21.6%
+174.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.4% | +4.3% |
| 7D | +1.1% | +1.0% | +0.1% | +1.0% |
| 30D | +2.2% | +12.6% | -10.4% | +0.8% |
| 3M | -2.3% | +23.1% | -25.4% | -4.8% |
| 6M | +23.0% | +39.5% | -16.6% | +17.1% |
| YTD | +61.1% | +13.5% | +47.5% | +58.0% |
| 1Y | +129.1% | +14.9% | +114.2% | +123.3% |
| All | +196.1% | +21.6% | +174.5% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling