+9.5%
DT vs CART
+21.6%
-12.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 3M | +20.0% | +23.1% | -3.1% | +15.9% |
| 6M | +39.3% | +39.5% | -0.2% | +31.6% |
| YTD | +19.8% | +13.5% | +6.2% | +16.2% |
| 1Y | +4.3% | +14.9% | -10.6% | +0.5% |
| All | +9.5% | +21.6% | -12.1% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling