+124.9%
AXP vs CART
+116.9%
+7.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.0% |
| 7D | +4.6% | +1.4% | +3.2% | +4.5% |
| 30D | +9.7% | +29.7% | -19.9% | +6.6% |
| 3M | -3.8% | +29.7% | -33.5% | -6.7% |
| 6M | +4.8% | +36.8% | -32.0% | +0.8% |
| YTD | -9.1% | +31.7% | -40.7% | -12.4% |
| 1Y | -6.7% | +62.4% | -69.1% | -12.5% |
| All | +124.9% | +116.9% | +7.9% | +100.8% |
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