+58.5%
D vs CART
+21.6%
+36.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.4% |
| 7D | +1.5% | +1.0% | +0.4% | +1.4% |
| 30D | -2.6% | +12.6% | -15.2% | -3.1% |
| 3M | 0.0% | +23.1% | -23.1% | -0.9% |
| 6M | +7.4% | +39.5% | -32.2% | +5.7% |
| YTD | +15.9% | +13.5% | +2.3% | +15.1% |
| 1Y | +18.1% | +14.9% | +3.3% | +17.2% |
| All | +58.5% | +21.6% | +36.9% | +48.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling