-3.1%
DECK vs CART
+21.6%
-24.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.8% | +1.7% |
| 7D | -2.2% | +1.0% | -3.3% | -2.4% |
| 30D | -13.6% | +12.6% | -26.2% | -14.9% |
| 3M | -21.2% | +23.1% | -44.4% | -23.3% |
| 6M | -21.1% | +39.5% | -60.6% | -24.8% |
| YTD | -17.2% | +13.5% | -30.8% | -19.0% |
| 1Y | -30.7% | +14.9% | -45.6% | -32.7% |
| All | -3.1% | +21.6% | -24.7% | -12.2% |
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