+5.4%
B vs CART
+49.3%
-43.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -7.3% | +1.3% | -8.6% | -7.4% |
| 30D | -3.3% | +19.2% | -22.5% | -5.1% |
| 3M | -7.8% | +17.6% | -25.3% | -9.4% |
| 6M | -15.5% | +47.4% | -62.9% | -18.8% |
| YTD | -12.3% | +30.9% | -43.1% | -15.5% |
| 1Y | +5.4% | +46.0% | -40.6% | -1.1% |
| All | +5.4% | +49.3% | -43.9% | -1.1% |
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