+71.5%
CART vs DD
+63.7%
+7.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -1.8% |
| 7D | +1.2% | +3.1% | -1.9% | +0.7% |
| 30D | +27.1% | +8.7% | +18.4% | +25.3% |
| 3M | +27.4% | -1.2% | +28.7% | +27.6% |
| 6M | +32.1% | -1.1% | +33.2% | +32.0% |
| YTD | +28.5% | +21.7% | +6.8% | +21.9% |
| 1Y | +58.8% | +24.0% | +34.8% | +50.0% |
| 3Y | +114.8% | +75.6% | +39.1% | +74.1% |
| All | +71.5% | +63.7% | +7.8% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling