+134.5%
DAL vs CART
+41.0%
+93.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +6.9% |
| 7D | +11.1% | +1.4% | +9.7% | +10.9% |
| 30D | +7.7% | +29.7% | -22.0% | +3.7% |
| 3M | -3.5% | +29.7% | -33.3% | -7.3% |
| 6M | +31.3% | +36.8% | -5.5% | +24.8% |
| YTD | +30.0% | +31.7% | -1.7% | +23.7% |
| 1Y | +62.1% | +62.4% | -0.3% | +48.5% |
| 3Y | +176.6% | +120.1% | +56.6% | +138.0% |
| All | +134.5% | +41.0% | +93.5% | +105.4% |
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 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