+52.8%
DUK vs CART
+39.2%
+13.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -0.2% | +1.5% | -1.7% | -0.2% |
| 30D | +9.8% | +22.4% | -12.6% | +9.7% |
| 3M | +3.5% | +16.5% | -13.0% | +3.4% |
| 6M | +5.0% | +44.9% | -39.9% | +4.8% |
| YTD | +12.2% | +30.0% | -17.8% | +12.0% |
| 1Y | +7.2% | +59.1% | -51.8% | +7.0% |
| 3Y | +63.0% | +138.8% | -75.8% | +60.8% |
| All | +52.8% | +39.2% | +13.6% | +51.9% |
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