+269.5%
GE vs CART
+21.6%
+247.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.2% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | -11.6% | +12.6% | -24.2% | -12.8% |
| 3M | +3.0% | +23.1% | -20.1% | +0.4% |
| 6M | -0.5% | +39.5% | -40.1% | -5.1% |
| YTD | +9.7% | +13.5% | -3.8% | +7.5% |
| 1Y | +20.0% | +14.9% | +5.2% | +17.0% |
| All | +269.5% | +21.6% | +247.9% | +238.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling