-10.2%
AVGO vs CART
+51.1%
-61.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.8% |
| 7D | -0.9% | +1.5% | -2.4% | -0.8% |
| 30D | -11.6% | +22.4% | -34.0% | -11.3% |
| 3M | -25.2% | +16.5% | -41.7% | -25.0% |
| 6M | -25.4% | +44.9% | -70.3% | -24.9% |
| YTD | -7.2% | +30.0% | -37.2% | -6.6% |
| All | -10.2% | +51.1% | -61.3% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling