+71.5%
CART vs PODD
-8.1%
+79.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.4% | +3.0% | -1.4% |
| 7D | +1.2% | +2.4% | -1.2% | +0.7% |
| 30D | +27.1% | +15.9% | +11.2% | +23.7% |
| 3M | +27.4% | +17.2% | +10.3% | +23.8% |
| 6M | +32.1% | -6.8% | +38.9% | +32.4% |
| YTD | +28.5% | -45.1% | +73.6% | +42.4% |
| 1Y | +58.8% | -50.3% | +109.2% | +79.1% |
| 3Y | +114.8% | -4.0% | +118.7% | +109.8% |
| All | +71.5% | -8.1% | +79.6% | +69.3% |
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