+45.9%
CSCO vs CART
+61.3%
-15.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.6% |
| 7D | -6.1% | +1.4% | -7.4% | -6.1% |
| 30D | -8.2% | +29.7% | -37.8% | -8.1% |
| 3M | -14.6% | +29.7% | -44.3% | -14.6% |
| 6M | +12.7% | +36.8% | -24.1% | +12.4% |
| YTD | +37.0% | +31.7% | +5.3% | +39.4% |
| 1Y | +45.9% | +62.4% | -16.5% | +42.2% |
| All | +45.9% | +61.3% | -15.4% | +42.2% |
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