+207.4%
C vs CART
+38.4%
+169.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -2.4% | +3.0% | -5.4% | -2.7% |
| 30D | -6.0% | +28.6% | -34.5% | -8.5% |
| 3M | -10.5% | +29.1% | -39.6% | -13.2% |
| 6M | -5.7% | +44.7% | -50.4% | -10.0% |
| YTD | +4.1% | +29.2% | -25.1% | +0.5% |
| 1Y | +20.5% | +66.2% | -45.7% | +12.2% |
| 3Y | +208.1% | +112.8% | +95.3% | +174.2% |
| All | +207.4% | +38.4% | +169.1% | +178.4% |
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 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