+39.5%
CART vs DRI
+4.2%
+35.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.3% |
| 7D | +1.0% | +0.6% | +0.5% | +1.1% |
| 30D | +12.6% | +3.8% | +8.8% | +12.6% |
| 3M | +23.1% | +13.0% | +10.1% | +25.4% |
| 6M | +39.5% | +8.3% | +31.2% | +41.4% |
| All | +39.5% | +4.2% | +35.4% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 6mo: compounded portfolio wealth divided by compounded DRI 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…
6mo analysis · Full analysis span regression · 6 months rolling