+62.4%
CART vs DD
+49.3%
+13.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.3% | +1.5% |
| 7D | +1.4% | +8.7% | -7.3% | +1.4% |
| 30D | +29.7% | +15.3% | +14.3% | +29.8% |
| 3M | +29.7% | +5.9% | +23.8% | +29.9% |
| 6M | +36.8% | +11.6% | +25.2% | +36.9% |
| YTD | +31.7% | +26.5% | +5.1% | +26.6% |
| 1Y | +62.4% | +35.4% | +27.0% | +52.6% |
| All | +62.4% | +49.3% | +13.1% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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