-5.5%
DT vs CART
+40.2%
-45.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +3.1% | +1.3% | +1.8% | +2.9% |
| 30D | -29.5% | +19.2% | -48.7% | -31.4% |
| 3M | -11.7% | +17.6% | -29.3% | -14.1% |
| 6M | +29.0% | +47.4% | -18.4% | +21.0% |
| YTD | +3.4% | +30.9% | -27.5% | -2.1% |
| 1Y | -4.2% | +46.0% | -50.2% | -10.6% |
| 3Y | -12.8% | +130.3% | -143.2% | -23.0% |
| All | -5.5% | +40.2% | -45.7% | -15.1% |
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