+73.5%
CART vs PSLV
+118.4%
-45.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.4% |
| 7D | +1.5% | +6.3% | -4.8% | +1.0% |
| 30D | +22.4% | -13.0% | +35.4% | +23.6% |
| 3M | +16.5% | -16.9% | +33.4% | +17.9% |
| 6M | +44.9% | -34.0% | +78.9% | +48.9% |
| YTD | +30.0% | -26.8% | +56.8% | +28.4% |
| 1Y | +59.1% | +7.7% | +51.4% | +46.7% |
| 3Y | +138.8% | +125.3% | +13.5% | +86.4% |
| All | +73.5% | +118.4% | -45.0% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling