+62.4%
CART vs PSLV
+7.9%
+54.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.4% | +1.4% |
| 7D | +1.4% | -2.6% | +4.0% | +1.4% |
| 30D | +29.7% | -14.2% | +43.8% | +30.3% |
| 3M | +29.7% | -12.2% | +42.0% | +30.2% |
| 6M | +36.8% | -28.1% | +64.9% | +37.8% |
| YTD | +31.7% | -28.2% | +59.9% | +32.0% |
| 1Y | +62.4% | +9.1% | +53.3% | +60.7% |
| All | +62.4% | +7.9% | +54.5% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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