+72.5%
CART vs VSXY
+512.2%
-439.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.5% |
| 7D | +3.0% | +11.8% | -8.9% | +2.2% |
| 30D | +28.6% | +25.9% | +2.6% | +26.6% |
| 3M | +29.1% | +15.5% | +13.5% | +27.6% |
| 6M | +44.7% | +109.7% | -65.0% | +37.3% |
| YTD | +29.2% | +99.5% | -70.3% | +22.6% |
| 1Y | +66.2% | +197.5% | -131.3% | +52.8% |
| 3Y | +112.8% | +453.3% | -340.4% | +75.8% |
| All | +72.5% | +512.2% | -439.7% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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