+119.7%
AXP vs CART
+111.7%
+8.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.0% |
| 7D | +0.4% | +1.2% | -0.8% | +0.3% |
| 30D | +7.0% | +27.1% | -20.1% | +4.2% |
| 3M | -6.6% | +27.4% | -34.0% | -9.2% |
| 6M | +3.5% | +32.1% | -28.7% | -0.2% |
| YTD | -11.2% | +28.5% | -39.6% | -14.2% |
| 1Y | -10.2% | +58.8% | -69.0% | -15.6% |
| All | +119.7% | +111.7% | +8.0% | +96.7% |
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