+534.9%
GEV vs CART
+60.5%
+474.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +7.1% |
| 7D | -3.8% | +1.5% | -5.3% | -3.9% |
| 30D | -17.4% | +22.4% | -39.8% | -19.1% |
| 3M | -16.2% | +16.5% | -32.7% | -17.7% |
| 6M | -20.2% | +44.9% | -65.1% | -24.1% |
| YTD | +27.2% | +30.0% | -2.8% | +23.3% |
| 1Y | +44.6% | +59.1% | -14.5% | +32.3% |
| All | +534.9% | +60.5% | +474.4% | +442.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling