+73.3%
D vs CART
+112.9%
-39.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | +3.0% | +3.0% | 0.0% | +2.9% |
| 30D | +11.5% | +28.6% | -17.1% | +10.6% |
| 3M | +3.7% | +29.1% | -25.3% | +2.8% |
| 6M | +13.5% | +44.7% | -31.2% | +12.0% |
| YTD | +20.7% | +29.2% | -8.5% | +19.5% |
| 1Y | +18.2% | +66.2% | -47.9% | +15.6% |
| 3Y | +73.3% | +112.8% | -39.5% | +62.1% |
| All | +73.3% | +112.9% | -39.6% | +62.1% |
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