-0.1%
GOOG vs CART
+54.8%
-54.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -18.4% |
| 3M | -15.2% | +19.2% | -34.4% | -16.8% |
| 6M | -24.8% | +45.7% | -70.4% | -27.0% |
| YTD | -7.2% | +30.9% | -38.1% | -11.3% |
| 1Y | -0.1% | +50.2% | -50.3% | -3.9% |
| All | -0.1% | +54.8% | -54.9% | -3.9% |
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