+3.5%
EXC vs CART
+60.1%
-56.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | -1.2% | +3.0% | -4.1% | -1.2% |
| 30D | +10.0% | +28.6% | -18.6% | +9.6% |
| 3M | +1.6% | +29.1% | -27.4% | +1.4% |
| 6M | +3.3% | +44.7% | -41.5% | +3.3% |
| YTD | +7.6% | +29.2% | -21.7% | +6.0% |
| 1Y | +3.5% | +66.2% | -62.7% | +3.4% |
| All | +3.5% | +60.1% | -56.6% | +3.4% |
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