+38.4%
CART vs DTE
+39.7%
-1.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.7% |
| 7D | -9.5% | 0.0% | -9.5% | -9.5% |
| 30D | -7.8% | -0.5% | -7.2% | -7.7% |
| 3M | +10.4% | -6.0% | +16.5% | +11.4% |
| 6M | +20.1% | -7.2% | +27.3% | +21.4% |
| YTD | +3.7% | +7.2% | -3.5% | +1.4% |
| 1Y | +2.6% | +4.1% | -1.5% | +0.8% |
| All | +38.4% | +39.7% | -1.3% | +19.8% |
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