+77.8%
DE vs CART
+39.2%
+38.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +2.3% | +1.2% | +1.1% | +2.3% |
| 30D | +4.4% | +17.8% | -13.4% | +3.2% |
| 3M | +9.8% | +20.7% | -10.9% | +8.3% |
| 6M | +15.8% | +49.7% | -33.9% | +12.2% |
| YTD | +47.0% | +30.0% | +16.9% | +44.0% |
| 1Y | +42.8% | +48.4% | -5.6% | +37.6% |
| 3Y | +88.9% | +132.0% | -43.0% | +73.9% |
| All | +77.8% | +39.2% | +38.6% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling