+7.4%
DUK vs CART
+47.6%
-40.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | -1.1% | +1.2% | -2.3% | -1.1% |
| 30D | +8.8% | +17.8% | -9.0% | +8.9% |
| 3M | +5.0% | +20.7% | -15.7% | +5.1% |
| 6M | +4.6% | +49.7% | -45.1% | +5.3% |
| YTD | +12.6% | +30.0% | -17.4% | +11.1% |
| 1Y | +7.4% | +48.4% | -41.0% | +6.5% |
| All | +7.4% | +47.6% | -40.1% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling