+377.0%
DELL vs CART
+112.9%
+264.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | -22.6% | +3.0% | -25.5% | -22.9% |
| 30D | -43.2% | +28.6% | -71.7% | -45.5% |
| 3M | -24.8% | +29.1% | -53.9% | -28.1% |
| 6M | +38.0% | +44.7% | -6.7% | +28.9% |
| YTD | +163.7% | +29.2% | +134.5% | +149.3% |
| 1Y | +122.5% | +66.2% | +56.4% | +99.4% |
| 3Y | +377.0% | +112.8% | +264.1% | +312.0% |
| All | +377.0% | +112.9% | +264.1% | +312.0% |
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 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