+57.7%
GEV vs CART
+14.4%
+43.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.1% |
| 7D | +3.3% | +1.0% | +2.2% | +3.4% |
| 30D | -7.5% | +12.6% | -20.1% | -6.2% |
| 3M | -2.2% | +23.1% | -25.3% | +0.2% |
| 6M | +12.1% | +39.5% | -27.4% | +16.8% |
| YTD | +44.4% | +13.5% | +30.9% | +49.6% |
| 1Y | +57.7% | +14.9% | +42.8% | +57.3% |
| All | +57.7% | +14.4% | +43.2% | +57.3% |
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 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