+27.7%
GLW vs CART
+51.1%
-23.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.1% | +0.3% | -11.4% | -11.1% |
| 30D | -28.4% | +22.4% | -50.9% | -24.3% |
| 3M | -28.8% | +15.6% | -44.4% | -25.5% |
| 6M | -39.8% | +44.9% | -84.7% | -32.2% |
| YTD | +28.7% | +30.0% | -1.3% | +43.1% |
| 1Y | +27.7% | +56.6% | -28.9% | +39.1% |
| All | +27.7% | +51.1% | -23.4% | +39.1% |
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