+111.3%
GOOG vs CART
+40.2%
+71.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +1.2% | -0.6% | +1.8% | +1.2% |
| 30D | -16.7% | +23.1% | -39.8% | -18.9% |
| 3M | -15.2% | +19.2% | -34.4% | -17.2% |
| 6M | -24.8% | +45.7% | -70.4% | -28.4% |
| YTD | -7.2% | +30.9% | -38.1% | -10.9% |
| 1Y | -0.1% | +50.2% | -50.3% | -5.9% |
| 3Y | +118.8% | +133.5% | -14.7% | +93.5% |
| All | +111.3% | +40.2% | +71.2% | +86.1% |
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