+245.5%
GLW vs CART
+37.6%
+207.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.4% | -10.5% | -12.9% |
| 7D | -19.7% | +1.2% | -20.9% | -19.7% |
| 30D | -38.8% | +27.1% | -65.9% | -38.9% |
| 3M | -33.9% | +27.4% | -61.3% | -34.2% |
| 6M | -36.0% | +32.1% | -68.1% | -36.3% |
| YTD | +18.7% | +28.5% | -9.7% | +18.7% |
| 1Y | +19.8% | +58.8% | -39.0% | +16.9% |
| 3Y | +294.3% | +114.8% | +179.6% | +269.5% |
| All | +245.5% | +37.6% | +207.9% | +224.4% |
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