-8.1%
DT vs CART
+112.9%
-121.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -24.7% | +3.0% | -27.7% | -25.1% |
| 30D | -27.4% | +28.6% | -55.9% | -30.2% |
| 3M | -11.1% | +29.1% | -40.2% | -14.9% |
| 6M | +13.7% | +44.7% | -31.0% | +6.5% |
| YTD | +0.2% | +29.2% | -29.0% | -5.1% |
| 1Y | -5.7% | +66.2% | -71.8% | -13.6% |
| 3Y | -8.1% | +112.8% | -120.9% | -16.7% |
| All | -8.1% | +112.9% | -121.0% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling