+66.2%
CART vs DD
+26.6%
+39.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.6% |
| 7D | +3.0% | +4.6% | -1.7% | +3.0% |
| 30D | +28.6% | +11.8% | +16.8% | +28.8% |
| 3M | +29.1% | +2.2% | +26.9% | +29.3% |
| 6M | +44.7% | -1.6% | +46.4% | +45.0% |
| YTD | +29.2% | +23.0% | +6.2% | +23.9% |
| 1Y | +66.2% | +26.9% | +39.2% | +56.7% |
| All | +66.2% | +26.6% | +39.5% | +56.7% |
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