+72.5%
CART vs PODD
-13.8%
+86.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.2% | +6.7% | +1.7% |
| 7D | +3.0% | -2.1% | +5.1% | +3.3% |
| 30D | +28.6% | +9.0% | +19.5% | +26.5% |
| 3M | +29.1% | +5.2% | +23.9% | +27.7% |
| 6M | +44.7% | -3.2% | +47.9% | +43.6% |
| YTD | +29.2% | -48.5% | +77.7% | +44.8% |
| 1Y | +66.2% | -54.7% | +120.8% | +90.7% |
| 3Y | +112.8% | -7.8% | +120.6% | +109.6% |
| All | +72.5% | -13.8% | +86.3% | +72.1% |
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