+67.6%
DUK vs CART
+135.4%
-67.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | +1.9% | +1.3% | +0.6% | +1.9% |
| 30D | +8.9% | +19.2% | -10.3% | +8.9% |
| 3M | +5.6% | +17.6% | -12.0% | +5.5% |
| 6M | +7.0% | +47.4% | -40.4% | +7.1% |
| YTD | +14.0% | +30.9% | -16.8% | +14.1% |
| 1Y | +9.1% | +46.0% | -36.9% | +9.2% |
| 3Y | +67.6% | +130.3% | -62.7% | +68.0% |
| All | +67.6% | +135.4% | -67.8% | +68.0% |
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