+110.6%
AXP vs CART
+40.2%
+70.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +3.7% | +23.1% | -19.4% | +1.5% |
| 3M | -4.9% | +19.2% | -24.1% | -6.8% |
| 6M | +4.1% | +45.7% | -41.6% | -0.3% |
| YTD | -11.7% | +30.9% | -42.6% | -14.7% |
| 1Y | -11.7% | +50.2% | -61.9% | -16.2% |
| 3Y | +116.5% | +133.5% | -17.0% | +94.0% |
| All | +110.6% | +40.2% | +70.4% | +91.5% |
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 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