+43.9%
DIS vs CART
+111.7%
-67.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -1.3% |
| 7D | +5.7% | +1.2% | +4.5% | +5.6% |
| 30D | +12.7% | +27.1% | -14.4% | +10.8% |
| 3M | +15.2% | +27.4% | -12.2% | +13.3% |
| 6M | +17.6% | +32.1% | -14.6% | +15.2% |
| YTD | +3.8% | +28.5% | -24.7% | +1.7% |
| 1Y | +6.8% | +58.8% | -52.0% | +2.9% |
| All | +43.9% | +111.7% | -67.8% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling