+94.7%
CSCO vs CART
+111.7%
-17.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | -10.2% | +3.0% | -13.2% | -10.4% |
| 30D | -20.1% | +28.6% | -48.6% | -21.6% |
| 3M | -22.1% | +29.1% | -51.1% | -23.8% |
| 6M | +3.2% | +44.7% | -41.5% | -0.3% |
| YTD | +24.1% | +29.2% | -5.1% | +21.1% |
| 1Y | +34.6% | +66.2% | -31.6% | +27.5% |
| All | +94.7% | +111.7% | -17.0% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling