+232.9%
AVGO vs CART
+111.7%
+121.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.6% |
| 7D | -9.9% | +3.0% | -12.9% | -10.3% |
| 30D | -22.0% | +28.6% | -50.6% | -25.4% |
| 3M | -30.0% | +29.1% | -59.1% | -33.5% |
| 6M | -30.7% | +44.7% | -75.5% | -35.9% |
| YTD | -14.7% | +29.2% | -43.9% | -19.4% |
| 1Y | -16.8% | +66.2% | -82.9% | -26.5% |
| All | +232.9% | +111.7% | +121.2% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling