+166.3%
GM vs CART
+21.6%
+144.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | +1.9% | +1.0% | +0.9% | +1.9% |
| 30D | -1.4% | +12.6% | -14.0% | -2.2% |
| 3M | +5.9% | +23.1% | -17.2% | +4.4% |
| 6M | +12.4% | +39.5% | -27.1% | +9.5% |
| YTD | +8.6% | +13.5% | -4.9% | +7.5% |
| 1Y | +52.6% | +14.9% | +37.7% | +50.4% |
| All | +166.3% | +21.6% | +144.7% | +145.4% |
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