+643.2%
GEV vs CART
+31.8%
+611.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.0% | +9.1% | +3.8% |
| 7D | +8.1% | -4.1% | +12.2% | +8.5% |
| 30D | -1.9% | -4.3% | +2.4% | -1.6% |
| 3M | +4.1% | +13.1% | -9.1% | +2.0% |
| 6M | +23.2% | +26.0% | -2.8% | +18.1% |
| YTD | +48.9% | +6.7% | +42.2% | +47.4% |
| 1Y | +62.2% | +6.3% | +55.9% | +59.3% |
| All | +643.2% | +31.8% | +611.4% | +548.7% |
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