+526.6%
GEV vs CART
+60.5%
+466.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.3% |
| 7D | +6.2% | +1.2% | +5.0% | +6.1% |
| 30D | -18.4% | +17.8% | -36.2% | -19.8% |
| 3M | -21.2% | +20.7% | -41.9% | -22.9% |
| 6M | -23.6% | +49.7% | -73.3% | -27.7% |
| YTD | +25.5% | +30.0% | -4.5% | +21.7% |
| 1Y | +42.6% | +48.4% | -5.8% | +33.0% |
| All | +526.6% | +60.5% | +466.1% | +435.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling