-24.4%
DOW vs CART
+112.9%
-137.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -9.5% | +3.0% | -12.5% | -9.7% |
| 30D | +13.1% | +28.6% | -15.5% | +11.4% |
| 3M | +4.8% | +29.1% | -24.2% | +3.1% |
| 6M | -16.7% | +44.7% | -61.4% | -18.8% |
| YTD | +38.9% | +29.2% | +9.7% | +36.5% |
| 1Y | +48.3% | +66.2% | -17.9% | +42.3% |
| 3Y | -24.4% | +112.8% | -137.2% | -31.8% |
| All | -24.4% | +112.9% | -137.2% | -31.8% |
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 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