+253.7%
C vs CART
+21.6%
+232.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +3.6% | +1.0% | +2.6% | +3.5% |
| 30D | +0.1% | +12.6% | -12.6% | -1.4% |
| 3M | +2.4% | +23.1% | -20.7% | -0.2% |
| 6M | +24.9% | +39.5% | -14.6% | +19.3% |
| YTD | +19.8% | +13.5% | +6.3% | +17.3% |
| 1Y | +44.9% | +14.9% | +30.0% | +41.2% |
| All | +253.7% | +21.6% | +232.1% | +225.1% |
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 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