+52.4%
DUK vs CART
+38.4%
+14.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | +0.3% | +3.0% | -2.7% | +0.3% |
| 30D | +10.6% | +28.6% | -17.9% | +10.5% |
| 3M | +4.0% | +29.1% | -25.0% | +3.9% |
| 6M | +3.6% | +44.7% | -41.2% | +3.4% |
| YTD | +11.9% | +29.2% | -17.3% | +11.8% |
| 1Y | +6.7% | +66.2% | -59.5% | +6.4% |
| 3Y | +59.4% | +112.8% | -53.4% | +57.8% |
| All | +52.4% | +38.4% | +14.1% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling