+71.5%
CART vs DG
+30.3%
+41.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -2.0% |
| 7D | +1.2% | +6.1% | -4.9% | +0.3% |
| 30D | +27.1% | +11.9% | +15.1% | +24.6% |
| 3M | +27.4% | +9.3% | +18.2% | +25.4% |
| 6M | +32.1% | +19.1% | +13.0% | +28.1% |
| YTD | +28.5% | +5.9% | +22.5% | +26.5% |
| 1Y | +58.8% | +39.8% | +19.0% | +50.9% |
| 3Y | +114.8% | +23.4% | +91.4% | +91.7% |
| All | +71.5% | +30.3% | +41.2% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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