+46.0%
CART vs GAP
-12.4%
+58.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | +1.3% | -1.9% | +3.2% | +1.4% |
| 30D | +19.2% | -7.1% | +26.2% | +19.7% |
| 3M | +17.6% | +4.1% | +13.5% | +17.3% |
| 6M | +47.4% | +1.9% | +45.4% | +46.8% |
| YTD | +30.9% | -15.2% | +46.1% | +30.2% |
| 1Y | +46.0% | -10.6% | +56.6% | +43.9% |
| All | +46.0% | -12.4% | +58.3% | +43.9% |
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