+51.5%
CART vs PODD
-13.2%
+64.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.9% |
| 7D | +1.0% | +1.6% | -0.6% | +0.8% |
| 30D | +12.6% | +10.7% | +1.9% | +10.6% |
| 3M | +23.1% | +0.7% | +22.4% | +21.8% |
| 6M | +39.5% | -39.3% | +78.8% | +51.6% |
| YTD | +13.5% | -48.1% | +61.7% | +27.3% |
| 1Y | +14.9% | -57.4% | +72.3% | +33.6% |
| All | +51.5% | -13.2% | +64.8% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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