+25.6%
B vs CART
+57.6%
-32.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.8% |
| 7D | +4.3% | +1.2% | +3.1% | +4.2% |
| 30D | -0.9% | +27.1% | -28.0% | -3.7% |
| 3M | -1.4% | +27.4% | -28.8% | -4.2% |
| 6M | +5.0% | +32.1% | -27.1% | +1.2% |
| YTD | -5.8% | +28.5% | -34.3% | -9.3% |
| 1Y | +25.6% | +58.8% | -33.2% | +11.4% |
| All | +25.6% | +57.6% | -32.0% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling