+49.7%
DIS vs CART
+41.0%
+8.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +4.1% |
| 7D | +9.1% | +1.4% | +7.7% | +9.0% |
| 30D | +14.8% | +29.7% | -14.9% | +13.0% |
| 3M | +21.2% | +29.7% | -8.6% | +19.3% |
| 6M | +18.3% | +36.8% | -18.5% | +16.0% |
| YTD | +5.4% | +31.7% | -26.3% | +3.3% |
| 1Y | +8.3% | +62.4% | -54.1% | +4.7% |
| 3Y | +44.2% | +120.1% | -75.9% | +33.5% |
| All | +49.7% | +41.0% | +8.7% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling