-99.6%
DFNS vs CART
+54.8%
-154.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.7% | +12.0% | +12.3% |
| 7D | -13.0% | -0.6% | -12.4% | -12.4% |
| 30D | -56.9% | +23.1% | -80.0% | -62.9% |
| 3M | -93.2% | +19.2% | -112.4% | -94.2% |
| 6M | -95.4% | +45.7% | -141.1% | -96.6% |
| YTD | -99.5% | +30.9% | -130.4% | -99.6% |
| 1Y | -99.6% | +50.2% | -149.8% | -99.8% |
| All | -99.6% | +54.8% | -154.4% | -99.8% |
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