-100.0%
DFNS vs CART
+37.6%
-137.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.4% | -17.2% | -19.5% |
| 7D | -37.4% | +1.2% | -38.6% | -37.5% |
| 30D | -65.8% | +27.1% | -92.9% | -66.5% |
| 3M | -95.0% | +27.4% | -122.4% | -95.2% |
| 6M | -95.8% | +32.1% | -127.9% | -96.0% |
| YTD | -99.5% | +28.5% | -128.0% | -99.6% |
| 1Y | -99.7% | +58.8% | -158.6% | -99.8% |
| 3Y | -100.0% | +114.8% | -214.7% | -100.0% |
| All | -100.0% | +37.6% | -137.6% | -100.0% |
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 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