+21.1%
GM vs CART
+47.6%
-26.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -3.0% |
| 7D | -3.4% | +1.2% | -4.6% | -3.4% |
| 30D | +2.7% | +17.8% | -15.1% | +2.7% |
| 3M | -0.4% | +20.7% | -21.1% | -0.5% |
| 6M | +13.3% | +49.7% | -36.4% | +15.0% |
| YTD | +6.8% | +30.0% | -23.2% | +5.7% |
| 1Y | +21.1% | +48.4% | -27.3% | +21.4% |
| All | +21.1% | +47.6% | -26.5% | +21.4% |
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 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