+91.0%
CSCO vs CART
+39.2%
+51.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | +0.3% | -5.0% | -4.7% |
| 30D | -17.1% | +22.4% | -39.5% | -18.3% |
| 3M | -19.6% | +15.6% | -35.3% | -20.6% |
| 6M | +2.4% | +44.9% | -42.5% | -0.9% |
| YTD | +29.8% | +30.0% | -0.2% | +26.7% |
| 1Y | +38.7% | +56.6% | -18.0% | +32.7% |
| 3Y | +101.3% | +131.9% | -30.6% | +83.4% |
| All | +91.0% | +39.2% | +51.8% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling