+50.6%
DIS vs CART
+40.2%
+10.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +0.6% | -0.6% | +1.2% | +0.6% |
| 30D | +10.3% | +23.1% | -12.8% | +8.9% |
| 3M | +15.6% | +19.2% | -3.6% | +14.3% |
| 6M | +15.1% | +45.7% | -30.5% | +12.7% |
| YTD | +6.0% | +30.9% | -24.9% | +3.9% |
| 1Y | +5.7% | +50.2% | -44.5% | +2.7% |
| 3Y | +39.8% | +133.5% | -93.7% | +30.1% |
| All | +50.6% | +40.2% | +10.4% | +38.0% |
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