+31.5%
CVS vs CART
+38.4%
-6.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.1% |
| 7D | -7.1% | +3.0% | -10.0% | -7.1% |
| 30D | -4.0% | +28.6% | -32.5% | -4.4% |
| 3M | -12.2% | +29.1% | -41.3% | -12.6% |
| 6M | -2.2% | +44.7% | -46.9% | -2.8% |
| YTD | +8.9% | +29.2% | -20.3% | +8.2% |
| 1Y | +9.9% | +66.2% | -56.3% | +8.6% |
| 3Y | +32.1% | +112.8% | -80.7% | +30.0% |
| All | +31.5% | +38.4% | -6.8% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling