+620.7%
GEV vs CART
+40.2%
+580.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +3.3% | +1.0% | +2.2% | +3.2% |
| 30D | -7.5% | +12.6% | -20.1% | -8.9% |
| 3M | -2.2% | +23.1% | -25.3% | -5.0% |
| 6M | +12.1% | +39.5% | -27.4% | +6.0% |
| YTD | +44.4% | +13.5% | +30.9% | +42.1% |
| 1Y | +57.7% | +14.9% | +42.8% | +53.2% |
| All | +620.7% | +40.2% | +580.5% | +525.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling