+66.2%
CART vs GAP
-5.7%
+71.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.8% |
| 7D | +3.0% | -3.8% | +6.7% | +3.2% |
| 30D | +28.6% | -9.0% | +37.6% | +29.4% |
| 3M | +29.1% | +5.5% | +23.6% | +28.6% |
| 6M | +44.7% | -11.1% | +55.8% | +44.7% |
| YTD | +29.2% | -13.6% | +42.8% | +28.8% |
| 1Y | +66.2% | -2.9% | +69.0% | +61.1% |
| All | +66.2% | -5.7% | +71.9% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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