+4.3%
DT vs CART
+14.4%
-10.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.4% |
| 7D | -3.3% | +1.0% | -4.3% | -3.5% |
| 30D | +2.0% | +12.6% | -10.6% | -0.7% |
| 3M | +20.0% | +23.1% | -3.1% | +14.1% |
| 6M | +39.3% | +39.5% | -0.2% | +27.4% |
| YTD | +19.8% | +13.5% | +6.2% | +13.1% |
| 1Y | +4.3% | +14.9% | -10.6% | -3.8% |
| All | +4.3% | +14.4% | -10.2% | -3.8% |
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 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