+420.6%
DELL vs CART
+39.2%
+381.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.3% |
| 7D | -11.8% | +1.5% | -13.3% | -12.0% |
| 30D | -40.8% | +22.4% | -63.2% | -42.7% |
| 3M | -23.6% | +16.5% | -40.1% | -25.5% |
| 6M | +33.4% | +44.9% | -11.5% | +25.0% |
| YTD | +178.0% | +30.0% | +148.0% | +163.3% |
| 1Y | +138.6% | +59.1% | +79.5% | +117.2% |
| 3Y | +400.9% | +138.8% | +262.1% | +337.7% |
| All | +420.6% | +39.2% | +381.4% | +360.1% |
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