+138.8%
GOOG vs CART
+11.0%
+127.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.7% |
| 7D | -1.6% | -9.5% | +7.9% | -0.4% |
| 30D | -7.7% | -7.8% | +0.1% | -6.8% |
| 3M | -9.3% | +10.4% | -19.7% | -10.5% |
| 6M | +7.4% | +20.1% | -12.6% | +4.6% |
| YTD | +4.9% | +3.7% | +1.2% | +3.8% |
| 1Y | +37.2% | +2.6% | +34.6% | +35.7% |
| All | +138.8% | +11.0% | +127.7% | +116.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling