+306.0%
AVGO vs CART
+39.2%
+266.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -8.2% | +22.4% | -30.6% | -11.2% |
| 3M | -21.3% | +15.6% | -36.9% | -23.3% |
| 6M | -22.5% | +44.9% | -67.4% | -27.8% |
| YTD | -3.6% | +30.0% | -33.5% | -8.6% |
| 1Y | -6.7% | +56.6% | -63.3% | -15.4% |
| 3Y | +258.1% | +131.9% | +126.2% | +206.3% |
| All | +306.0% | +39.2% | +266.8% | +244.8% |
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 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