+110.1%
DAL vs CART
+21.6%
+88.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | -13.9% | +12.6% | -26.5% | -15.5% |
| 3M | +1.1% | +23.1% | -22.0% | -2.2% |
| 6M | +26.2% | +39.5% | -13.3% | +19.0% |
| YTD | +16.4% | +13.5% | +2.9% | +13.4% |
| 1Y | +33.9% | +14.9% | +19.0% | +29.4% |
| All | +110.1% | +21.6% | +88.5% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling