+34.0%
CSCO vs CART
+60.1%
-26.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | -10.2% | +3.0% | -13.2% | -10.2% |
| 30D | -20.1% | +28.6% | -48.6% | -19.9% |
| 3M | -22.4% | +29.1% | -51.4% | -22.3% |
| 6M | +2.8% | +44.7% | -41.9% | +2.7% |
| YTD | +23.6% | +29.2% | -5.6% | +25.8% |
| 1Y | +34.0% | +66.2% | -32.1% | +31.7% |
| All | +34.0% | +60.1% | -26.0% | +31.7% |
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