-26.9%
DOW vs CART
+40.2%
-67.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.3% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | +15.7% | +23.1% | -7.4% | +14.2% |
| 3M | +5.3% | +19.2% | -13.9% | +4.0% |
| 6M | -14.2% | +45.7% | -59.9% | -16.6% |
| YTD | +43.9% | +30.9% | +13.0% | +41.0% |
| 1Y | +53.1% | +50.2% | +2.9% | +47.9% |
| 3Y | -21.8% | +133.5% | -155.3% | -30.0% |
| All | -26.9% | +40.2% | -67.0% | -34.0% |
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