+290.7%
AVGO vs CART
+39.2%
+251.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.7% |
| 7D | -0.9% | +1.5% | -2.4% | -1.0% |
| 30D | -11.6% | +22.4% | -34.0% | -14.5% |
| 3M | -25.2% | +16.5% | -41.7% | -27.2% |
| 6M | -25.4% | +44.9% | -70.3% | -30.6% |
| YTD | -7.2% | +30.0% | -37.2% | -12.1% |
| 1Y | -7.9% | +59.1% | -67.0% | -16.8% |
| 3Y | +262.1% | +138.8% | +123.3% | +208.9% |
| All | +290.7% | +39.2% | +251.6% | +231.9% |
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