+40.6%
F vs CART
+21.6%
+19.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +1.6% |
| 7D | +5.3% | +1.0% | +4.3% | +5.2% |
| 30D | +4.6% | +12.6% | -8.0% | +3.3% |
| 3M | -3.7% | +23.1% | -26.8% | -5.6% |
| 6M | +16.8% | +39.5% | -22.7% | +12.3% |
| YTD | +15.3% | +13.5% | +1.8% | +13.4% |
| 1Y | +31.0% | +14.9% | +16.1% | +28.2% |
| All | +40.6% | +21.6% | +19.0% | +24.5% |
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 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