+59.2%
DIA vs CART
+39.2%
+20.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | +0.8% | +1.5% | -0.7% | +0.7% |
| 30D | +1.4% | +22.4% | -21.0% | -0.1% |
| 3M | -2.7% | +16.5% | -19.2% | -3.8% |
| 6M | +6.2% | +44.9% | -38.7% | +3.2% |
| YTD | +10.1% | +30.0% | -19.9% | +7.6% |
| 1Y | +13.0% | +59.1% | -46.1% | +8.6% |
| 3Y | +61.9% | +138.8% | -76.9% | +49.8% |
| All | +59.2% | +39.2% | +20.0% | +47.9% |
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