+20.5%
F vs CART
+37.6%
-17.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.9% |
| 7D | +1.4% | +1.2% | +0.2% | +1.3% |
| 30D | +2.0% | +27.1% | -25.1% | -0.4% |
| 3M | -10.4% | +27.4% | -37.8% | -12.6% |
| 6M | +9.7% | +32.1% | -22.4% | +6.4% |
| YTD | -1.2% | +28.5% | -29.7% | -4.1% |
| 1Y | 0.0% | +58.8% | -58.8% | -5.7% |
| 3Y | +41.1% | +114.8% | -73.7% | +21.4% |
| All | +20.5% | +37.6% | -17.1% | +5.3% |
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