+81.1%
DE vs CART
+39.2%
+41.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.9% |
| 7D | +3.5% | +1.5% | +2.0% | +3.5% |
| 30D | +11.3% | +22.4% | -11.1% | +9.8% |
| 3M | +11.6% | +16.5% | -4.9% | +10.4% |
| 6M | +20.9% | +44.9% | -24.0% | +17.4% |
| YTD | +49.7% | +30.0% | +19.7% | +46.6% |
| 1Y | +49.5% | +59.1% | -9.6% | +42.9% |
| 3Y | +94.7% | +138.8% | -44.1% | +79.1% |
| All | +81.1% | +39.2% | +41.9% | +67.4% |
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 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