+43.4%
GEV vs CART
+51.1%
-7.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +7.2% |
| 7D | -3.8% | +1.5% | -5.3% | -3.6% |
| 30D | -17.4% | +22.4% | -39.8% | -14.0% |
| 3M | -16.2% | +16.5% | -32.7% | -13.5% |
| 6M | -20.2% | +44.9% | -65.1% | -13.4% |
| YTD | +27.2% | +30.0% | -2.8% | +30.3% |
| All | +43.4% | +51.1% | -7.7% | +49.9% |
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