+84.8%
DE vs CART
+112.9%
-28.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -0.6% | +3.0% | -3.5% | -0.8% |
| 30D | +2.3% | +28.6% | -26.3% | +0.4% |
| 3M | +9.5% | +29.1% | -19.6% | +7.3% |
| 6M | +14.1% | +44.7% | -30.6% | +10.6% |
| YTD | +45.4% | +29.2% | +16.2% | +42.4% |
| 1Y | +42.9% | +66.2% | -23.3% | +35.3% |
| 3Y | +84.8% | +112.8% | -28.0% | +66.6% |
| All | +84.8% | +112.9% | -28.1% | +66.6% |
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