+12.2%
DIS vs CART
+49.3%
-37.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.6% |
| 7D | +1.9% | +1.3% | +0.6% | +1.8% |
| 30D | +9.2% | +19.2% | -10.0% | +8.1% |
| 3M | +13.5% | +17.6% | -4.0% | +12.4% |
| 6M | +14.3% | +47.4% | -33.1% | +13.1% |
| YTD | +5.4% | +30.9% | -25.5% | +2.6% |
| 1Y | +12.2% | +46.0% | -33.8% | +7.8% |
| All | +12.2% | +49.3% | -37.1% | +7.8% |
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