+73.5%
CART vs DTE
+43.3%
+30.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.2% |
| 7D | +1.5% | +1.8% | -0.3% | +1.2% |
| 30D | +22.4% | +9.0% | +13.4% | +20.8% |
| 3M | +16.5% | -0.2% | +16.7% | +16.4% |
| 6M | +44.9% | +0.1% | +44.8% | +44.4% |
| YTD | +30.0% | +10.0% | +20.0% | +26.4% |
| 1Y | +59.1% | +4.7% | +54.4% | +56.6% |
| 3Y | +138.8% | +55.7% | +83.1% | +98.2% |
| All | +73.5% | +43.3% | +30.2% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling