+124.3%
DAL vs CART
+37.6%
+86.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -4.0% |
| 7D | +4.6% | +1.2% | +3.4% | +4.4% |
| 30D | +2.3% | +27.1% | -24.8% | -1.2% |
| 3M | -8.1% | +27.4% | -35.5% | -11.5% |
| 6M | +21.4% | +32.1% | -10.7% | +16.0% |
| YTD | +24.3% | +28.5% | -4.2% | +18.8% |
| 1Y | +47.4% | +58.8% | -11.4% | +35.4% |
| 3Y | +164.6% | +114.8% | +49.9% | +128.5% |
| All | +124.3% | +37.6% | +86.7% | +97.2% |
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