+417.9%
DELL vs CART
+40.2%
+377.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.7% | -7.8% | -7.3% |
| 7D | +4.9% | +1.3% | +3.6% | +4.7% |
| 30D | -32.1% | +19.2% | -51.2% | -33.9% |
| 3M | -30.2% | +17.6% | -47.8% | -32.1% |
| 6M | +41.7% | +47.4% | -5.7% | +32.4% |
| YTD | +176.6% | +30.9% | +145.7% | +161.7% |
| 1Y | +159.9% | +46.0% | +114.0% | +140.8% |
| 3Y | +388.0% | +130.3% | +257.7% | +327.3% |
| All | +417.9% | +40.2% | +377.7% | +357.2% |
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