+0.4%
CMCSA vs CART
+60.1%
-59.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | +5.0% | +3.0% | +2.1% | +4.8% |
| 30D | +16.5% | +28.6% | -12.1% | +13.9% |
| 3M | -1.6% | +29.1% | -30.7% | -3.6% |
| 6M | -5.0% | +44.7% | -49.8% | -6.6% |
| YTD | -8.3% | +29.2% | -37.5% | -9.5% |
| 1Y | +0.4% | +66.2% | -65.8% | -3.6% |
| All | +0.4% | +60.1% | -59.7% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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