-5.7%
DT vs CART
+61.3%
-67.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | -25.5% | +1.4% | -26.9% | -25.8% |
| 30D | -22.3% | +29.7% | -52.0% | -26.9% |
| 3M | +2.3% | +29.7% | -27.4% | -4.3% |
| 6M | +20.7% | +36.8% | -16.1% | +10.9% |
| YTD | +7.9% | +31.7% | -23.7% | -1.2% |
| 1Y | -5.7% | +62.4% | -68.1% | -23.0% |
| All | -5.7% | +61.3% | -67.1% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling