+51.5%
CART vs DD
+48.6%
+2.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.3% |
| 7D | +1.0% | -3.5% | +4.6% | +1.6% |
| 30D | +12.6% | -10.3% | +22.9% | +14.6% |
| 3M | +23.1% | -7.5% | +30.7% | +24.5% |
| 6M | +39.5% | -8.0% | +47.5% | +40.8% |
| YTD | +13.5% | +10.5% | +3.1% | +9.5% |
| 1Y | +14.9% | +38.3% | -23.4% | +4.6% |
| All | +51.5% | +48.6% | +2.9% | +25.0% |
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