-7.2%
DT vs CART
+39.2%
-46.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -20.2% | +1.5% | -21.8% | -20.4% |
| 30D | -30.8% | +22.4% | -53.2% | -32.9% |
| 3M | -10.2% | +16.5% | -26.7% | -12.5% |
| 6M | +8.0% | +44.9% | -36.8% | +1.5% |
| YTD | +1.5% | +30.0% | -28.5% | -3.8% |
| 1Y | -6.9% | +59.1% | -66.0% | -14.0% |
| 3Y | -10.9% | +138.8% | -149.7% | -21.6% |
| All | -7.2% | +39.2% | -46.4% | -16.5% |
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