+10.9%
GE vs CART
+54.8%
-43.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +4.0% | -0.6% | +4.6% | +4.0% |
| 30D | +11.1% | +23.1% | -12.0% | +11.7% |
| 3M | -6.7% | +19.2% | -25.9% | -6.2% |
| 6M | +14.3% | +45.7% | -31.4% | +15.5% |
| YTD | +11.7% | +30.9% | -19.1% | +11.3% |
| 1Y | +10.9% | +50.2% | -39.3% | +10.0% |
| All | +10.9% | +54.8% | -43.9% | +10.0% |
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 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