-99.7%
DFNS vs CART
+60.1%
-159.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.6% | -12.8% | -12.5% |
| 7D | -44.0% | +3.0% | -47.0% | -44.8% |
| 30D | -69.1% | +28.6% | -97.7% | -74.0% |
| 3M | -95.6% | +29.1% | -124.7% | -96.6% |
| 6M | -96.2% | +44.7% | -140.9% | -97.1% |
| YTD | -99.6% | +29.2% | -128.8% | -99.7% |
| 1Y | -99.7% | +66.2% | -165.9% | -99.8% |
| All | -99.7% | +60.1% | -159.8% | -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