+164.0%
B vs CART
+37.6%
+126.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.5% |
| 3M | -1.4% | +27.4% | -28.8% | -4.0% |
| 6M | +5.0% | +32.1% | -27.1% | +1.5% |
| YTD | -5.8% | +28.5% | -34.3% | -9.2% |
| 1Y | +25.6% | +58.8% | -33.2% | +18.4% |
| 3Y | +161.6% | +114.8% | +46.9% | +139.2% |
| All | +164.0% | +37.6% | +126.4% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling