+26.1%
EXC vs CART
+40.2%
-14.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +1.4% | +1.3% | +0.1% | +1.4% |
| 30D | +8.6% | +19.2% | -10.6% | +8.1% |
| 3M | +2.4% | +17.6% | -15.2% | +2.0% |
| 6M | +6.5% | +47.4% | -40.9% | +5.6% |
| YTD | +9.0% | +30.9% | -21.8% | +8.3% |
| 1Y | +4.6% | +46.0% | -41.4% | +3.6% |
| 3Y | +33.5% | +130.3% | -96.8% | +26.8% |
| All | +26.1% | +40.2% | -14.1% | +21.0% |
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 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