+345.6%
AVGO vs CART
+39.2%
+306.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.7% |
| 7D | +25.0% | +1.2% | +23.8% | +24.8% |
| 30D | +2.0% | +17.8% | -15.8% | -0.7% |
| 3M | -12.3% | +20.7% | -33.0% | -15.2% |
| 6M | -12.8% | +49.7% | -62.5% | -19.3% |
| YTD | +5.9% | +30.0% | -24.2% | +0.3% |
| 1Y | +3.3% | +48.4% | -45.1% | -5.1% |
| 3Y | +293.1% | +132.0% | +161.1% | +236.2% |
| All | +345.6% | +39.2% | +306.4% | +278.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling