+324.4%
AVGO vs CART
+40.2%
+284.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.4% | -4.9% |
| 7D | +18.2% | +1.3% | +16.9% | +17.9% |
| 30D | +0.2% | +19.2% | -19.0% | -2.6% |
| 3M | -16.8% | +17.6% | -34.3% | -19.2% |
| 6M | -16.5% | +47.4% | -63.8% | -22.4% |
| YTD | +0.8% | +30.9% | -30.1% | -4.6% |
| 1Y | +2.8% | +46.0% | -43.1% | -5.2% |
| 3Y | +278.5% | +130.3% | +148.2% | +223.8% |
| All | +324.4% | +40.2% | +284.2% | +260.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling