+43.1%
CSCO vs CART
+54.8%
-11.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -12.6% | +23.1% | -35.7% | -12.5% |
| 3M | -16.0% | +19.2% | -35.2% | -16.0% |
| 6M | +2.8% | +45.7% | -42.8% | +2.8% |
| YTD | +33.2% | +30.9% | +2.3% | +36.2% |
| 1Y | +43.1% | +50.2% | -7.1% | +43.5% |
| All | +43.1% | +54.8% | -11.7% | +43.5% |
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