+6.3%
CART vs DTE
+4.2%
+2.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -5.8% |
| 7D | -4.1% | +0.9% | -5.0% | -3.9% |
| 30D | -4.3% | -1.9% | -2.5% | -4.7% |
| 3M | +13.1% | -3.3% | +16.5% | +12.9% |
| 6M | +26.0% | -7.1% | +33.1% | +25.1% |
| YTD | +6.7% | +8.1% | -1.4% | +11.6% |
| 1Y | +6.3% | +5.3% | +1.0% | +16.0% |
| All | +6.3% | +4.2% | +2.1% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling