+143.3%
DELL vs CART
+61.3%
+82.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.6% | -10.4% | -8.9% |
| 7D | -24.6% | +1.4% | -26.0% | -24.6% |
| 30D | -32.5% | +29.7% | -62.2% | -33.2% |
| 3M | -20.2% | +29.7% | -49.9% | -21.2% |
| 6M | +76.5% | +36.8% | +39.7% | +70.4% |
| YTD | +198.9% | +31.7% | +167.3% | +180.8% |
| 1Y | +143.3% | +62.4% | +81.0% | +136.6% |
| All | +143.3% | +61.3% | +82.0% | +136.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling