+701.4%
DELL vs CART
+14.3%
+687.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +2.8% |
| 7D | +25.6% | -4.1% | +29.7% | +26.4% |
| 30D | +17.7% | -4.3% | +22.0% | +18.3% |
| 3M | +33.4% | +13.1% | +20.3% | +30.1% |
| 6M | +266.2% | +26.0% | +240.2% | +249.0% |
| YTD | +328.0% | +6.7% | +321.3% | +318.4% |
| 1Y | +339.6% | +6.3% | +333.3% | +328.3% |
| All | +701.4% | +14.3% | +687.1% | +631.0% |
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