+74.7%
CART vs DD
+73.7%
+1.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +1.3% | +5.0% | -3.7% | +0.5% |
| 30D | +19.2% | +19.7% | -0.5% | +15.7% |
| 3M | +17.6% | +7.2% | +10.4% | +16.1% |
| 6M | +47.4% | +1.0% | +46.3% | +46.9% |
| YTD | +30.9% | +29.1% | +1.8% | +23.0% |
| 1Y | +46.0% | +28.5% | +17.5% | +37.3% |
| 3Y | +130.3% | +89.4% | +40.9% | +84.2% |
| All | +74.7% | +73.7% | +1.0% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling