+40.6%
GEV vs CART
+54.8%
-14.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.5% |
| 7D | -3.0% | -0.6% | -2.4% | -3.1% |
| 30D | -18.9% | +23.1% | -42.0% | -15.5% |
| 3M | -20.1% | +19.2% | -39.3% | -17.2% |
| 6M | -24.6% | +45.7% | -70.3% | -18.1% |
| YTD | +24.0% | +30.9% | -6.9% | +26.3% |
| 1Y | +40.6% | +50.2% | -9.5% | +64.9% |
| All | +40.6% | +54.8% | -14.1% | +64.9% |
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