+43.4%
DUK vs CART
+21.6%
+21.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.0% |
| 7D | 0.0% | +1.0% | -1.1% | 0.0% |
| 30D | -1.7% | +12.6% | -14.3% | -1.7% |
| 3M | -0.4% | +23.1% | -23.6% | -0.5% |
| 6M | -7.2% | +39.5% | -46.8% | -7.3% |
| YTD | +5.3% | +13.5% | -8.3% | +5.2% |
| 1Y | +3.0% | +14.9% | -11.9% | +3.0% |
| All | +43.4% | +21.6% | +21.8% | +42.7% |
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