-0.9%
DECK vs CART
+37.6%
-38.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.2% |
| 7D | +6.0% | +1.2% | +4.8% | +5.9% |
| 30D | +7.4% | +27.1% | -19.6% | +4.0% |
| 3M | -11.7% | +27.4% | -39.1% | -14.6% |
| 6M | -11.0% | +32.1% | -43.1% | -14.4% |
| YTD | -15.4% | +28.5% | -43.8% | -18.6% |
| 1Y | +7.2% | +58.8% | -51.6% | 0.0% |
| 3Y | -11.8% | +114.8% | -126.6% | -22.2% |
| All | -0.9% | +37.6% | -38.5% | -11.8% |
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