+50.2%
CART vs DD
+30.9%
+19.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -0.6% | +3.2% | -3.8% | -0.6% |
| 30D | +23.1% | +20.3% | +2.8% | +23.6% |
| 3M | +19.2% | +8.2% | +11.0% | +19.4% |
| 6M | +45.7% | +3.4% | +42.3% | +46.1% |
| YTD | +30.9% | +30.6% | +0.2% | +27.5% |
| 1Y | +50.2% | +30.6% | +19.5% | +46.3% |
| All | +50.2% | +30.9% | +19.3% | +46.3% |
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