+0.6%
DECK vs CART
+41.0%
-40.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.6% | +4.4% | +5.8% |
| 7D | +10.4% | +1.4% | +9.0% | +10.2% |
| 30D | +11.1% | +29.7% | -18.6% | +7.2% |
| 3M | -10.8% | +29.7% | -40.5% | -13.9% |
| 6M | -8.7% | +36.8% | -45.5% | -12.7% |
| YTD | -14.0% | +31.7% | -45.7% | -17.6% |
| 1Y | +12.0% | +62.4% | -50.3% | +4.2% |
| 3Y | -10.5% | +120.1% | -130.5% | -21.2% |
| All | +0.6% | +41.0% | -40.4% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling