+94.7%
DE vs CART
+135.4%
-40.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +2.3% | -0.6% | +2.8% | +2.3% |
| 30D | +9.3% | +23.1% | -13.7% | +7.6% |
| 3M | +12.2% | +19.2% | -7.0% | +10.7% |
| 6M | +18.1% | +45.7% | -27.6% | +14.3% |
| YTD | +49.8% | +30.9% | +18.9% | +46.4% |
| 1Y | +46.4% | +50.2% | -3.8% | +40.3% |
| All | +94.7% | +135.4% | -40.7% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling