+81.3%
DE vs CART
+21.6%
+59.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | 0.0% |
| 7D | +10.0% | +1.0% | +9.0% | +9.9% |
| 30D | +13.3% | +12.6% | +0.7% | +12.3% |
| 3M | +17.5% | +23.1% | -5.6% | +15.5% |
| 6M | +13.6% | +39.5% | -26.0% | +10.1% |
| YTD | +49.8% | +13.5% | +36.2% | +48.2% |
| 1Y | +47.9% | +14.9% | +33.0% | +45.6% |
| All | +81.3% | +21.6% | +59.7% | +69.1% |
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