+72.5%
CART vs DTE
+39.9%
+32.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +28.6% | +6.2% | +22.4% | +27.4% |
| 3M | +29.1% | -2.6% | +31.7% | +29.5% |
| 6M | +44.7% | -3.5% | +48.3% | +45.2% |
| YTD | +29.2% | +7.4% | +21.8% | +26.2% |
| 1Y | +66.2% | +4.2% | +61.9% | +63.3% |
| 3Y | +112.8% | +51.7% | +61.1% | +77.5% |
| All | +72.5% | +39.9% | +32.5% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling