+52.4%
GEV vs CART
+61.3%
-9.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.6% | -10.9% | -9.1% |
| 7D | -5.1% | +1.4% | -6.5% | -4.9% |
| 30D | -15.8% | +29.7% | -45.5% | -11.9% |
| 3M | -18.2% | +29.7% | -47.9% | -14.2% |
| 6M | -22.4% | +36.8% | -59.2% | -17.6% |
| YTD | +27.7% | +31.7% | -3.9% | +33.9% |
| 1Y | +52.4% | +62.4% | -10.0% | +55.0% |
| All | +52.4% | +61.3% | -9.0% | +55.0% |
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