+415.4%
GLW vs CART
+21.6%
+393.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +6.9% | +5.7% |
| 7D | +3.8% | +1.0% | +2.7% | +3.7% |
| 30D | -1.3% | +12.6% | -14.0% | -1.7% |
| 3M | -21.8% | +23.1% | -44.9% | -22.2% |
| 6M | +6.9% | +39.5% | -32.6% | +5.1% |
| YTD | +77.2% | +13.5% | +63.6% | +77.2% |
| 1Y | +123.2% | +14.9% | +108.4% | +122.7% |
| All | +415.4% | +21.6% | +393.8% | +384.3% |
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