+73.5%
CART vs SPXS
-79.3%
+152.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.3% |
| 7D | +0.3% | +0.4% | -0.2% | +0.7% |
| 30D | +22.4% | +10.8% | +11.6% | +26.3% |
| 3M | +15.6% | +9.6% | +6.0% | +19.3% |
| 6M | +44.9% | -4.7% | +49.6% | +45.0% |
| YTD | +30.0% | -24.6% | +54.5% | +23.2% |
| 1Y | +56.6% | -24.6% | +81.2% | +48.7% |
| 3Y | +131.9% | -79.8% | +211.7% | +45.4% |
| All | +73.5% | -79.3% | +152.8% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling