+205.9%
C vs CART
+37.6%
+168.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.4% | -2.6% | -4.8% |
| 7D | -5.3% | +1.2% | -6.5% | -5.4% |
| 30D | -7.3% | +27.1% | -34.4% | -9.7% |
| 3M | -13.5% | +27.4% | -40.9% | -15.9% |
| 6M | -6.5% | +32.1% | -38.6% | -9.8% |
| YTD | +3.6% | +28.5% | -24.9% | 0.0% |
| 1Y | +18.9% | +58.8% | -39.9% | +11.4% |
| 3Y | +205.0% | +114.8% | +90.2% | +171.1% |
| All | +205.9% | +37.6% | +168.3% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling