+55.8%
DIA vs CART
+38.4%
+17.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -0.9% | +3.0% | -3.9% | -1.1% |
| 30D | +0.3% | +28.6% | -28.3% | -1.5% |
| 3M | -4.5% | +29.1% | -33.6% | -6.3% |
| 6M | +3.4% | +44.7% | -41.4% | +0.4% |
| YTD | +7.8% | +29.2% | -21.4% | +5.3% |
| 1Y | +10.7% | +66.2% | -55.4% | +6.0% |
| 3Y | +57.5% | +112.8% | -55.3% | +46.5% |
| All | +55.8% | +38.4% | +17.4% | +44.8% |
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 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