+46.0%
CART vs PSLV
-10.8%
+56.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.7% |
| 7D | +1.3% | -6.3% | +7.6% | +1.5% |
| 30D | +19.2% | -12.7% | +31.8% | +19.6% |
| 3M | +17.6% | -24.7% | +42.3% | +18.5% |
| 6M | +47.4% | -44.6% | +92.0% | +49.3% |
| YTD | +30.9% | -33.3% | +64.2% | +31.2% |
| 1Y | +46.0% | -8.6% | +54.5% | +45.9% |
| All | +46.0% | -10.8% | +56.8% | +45.9% |
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