+51.5%
CART vs SPXS
-80.7%
+132.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -0.9% |
| 7D | +1.0% | -0.1% | +1.1% | +1.1% |
| 30D | +12.6% | +0.8% | +11.8% | +13.0% |
| 3M | +23.1% | -4.7% | +27.8% | +22.4% |
| 6M | +39.5% | -29.6% | +69.2% | +28.7% |
| YTD | +13.5% | -29.8% | +43.3% | +5.0% |
| 1Y | +14.9% | -38.9% | +53.8% | +2.4% |
| All | +51.5% | -80.7% | +132.2% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling