+44.6%
GOOG vs CART
+14.4%
+30.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -1.0% |
| 7D | -2.1% | +1.0% | -3.2% | -2.2% |
| 30D | -6.8% | +12.6% | -19.4% | -7.6% |
| 3M | -9.1% | +23.1% | -32.2% | -10.1% |
| 6M | +10.7% | +39.5% | -28.8% | +9.2% |
| YTD | +7.1% | +13.5% | -6.5% | +5.4% |
| 1Y | +44.6% | +14.9% | +29.8% | +43.6% |
| All | +44.6% | +14.4% | +30.2% | +43.6% |
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