+20.0%
GE vs CART
+14.4%
+5.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.1% |
| 7D | -1.6% | +1.0% | -2.6% | -1.6% |
| 30D | -11.6% | +12.6% | -24.2% | -11.4% |
| 3M | +3.0% | +23.1% | -20.1% | +3.2% |
| 6M | -0.5% | +39.5% | -40.1% | -0.8% |
| YTD | +9.7% | +13.5% | -3.8% | +9.6% |
| 1Y | +20.0% | +14.9% | +5.2% | +19.1% |
| All | +20.0% | +14.4% | +5.6% | +19.1% |
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