+56.6%
CART vs SPXS
-26.0%
+82.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.2% |
| 7D | +0.3% | +0.4% | -0.2% | +0.6% |
| 30D | +22.4% | +10.8% | +11.6% | +24.4% |
| 3M | +15.6% | +9.6% | +6.0% | +17.5% |
| 6M | +44.9% | -4.7% | +49.6% | +45.8% |
| YTD | +30.0% | -24.6% | +54.5% | +29.3% |
| 1Y | +56.6% | -24.6% | +81.2% | +56.2% |
| All | +56.6% | -26.0% | +82.6% | +56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling