-30.4%
DOW vs CART
+39.2%
-69.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -9.4% | +1.5% | -10.9% | -9.5% |
| 30D | +8.9% | +22.4% | -13.5% | +7.5% |
| 3M | +6.7% | +16.5% | -9.8% | +5.6% |
| 6M | -14.2% | +44.9% | -59.1% | -16.5% |
| YTD | +36.9% | +30.0% | +7.0% | +34.2% |
| 1Y | +45.8% | +59.1% | -13.3% | +40.1% |
| 3Y | -23.9% | +138.8% | -162.7% | -32.0% |
| All | -30.4% | +39.2% | -69.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling