+165.5%
B vs CART
+38.4%
+127.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | +9.6% | +3.0% | +6.6% | +9.3% |
| 30D | +3.5% | +28.6% | -25.0% | +0.7% |
| 3M | -1.6% | +29.1% | -30.7% | -4.4% |
| 6M | -1.7% | +44.7% | -46.4% | -5.8% |
| YTD | -5.3% | +29.2% | -34.5% | -8.7% |
| 1Y | +27.2% | +66.2% | -38.9% | +19.3% |
| 3Y | +166.1% | +112.8% | +53.3% | +143.3% |
| All | +165.5% | +38.4% | +127.1% | +144.7% |
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 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