+63.8%
D vs CART
+40.2%
+23.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.5% |
| 7D | -2.4% | -0.6% | -1.8% | -2.4% |
| 30D | +9.0% | +23.1% | -14.1% | +8.0% |
| 3M | +1.0% | +19.2% | -18.2% | +0.2% |
| 6M | +11.0% | +45.7% | -34.7% | +9.1% |
| YTD | +19.8% | +30.9% | -11.1% | +18.2% |
| 1Y | +16.0% | +50.2% | -34.2% | +13.6% |
| 3Y | +74.4% | +133.5% | -59.2% | +60.0% |
| All | +63.8% | +40.2% | +23.7% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling