+121.0%
GOOG vs CART
+135.4%
-14.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.0% |
| 7D | +3.0% | +1.3% | +1.7% | +2.9% |
| 30D | -14.9% | +19.2% | -34.0% | -16.8% |
| 3M | -14.9% | +17.6% | -32.4% | -16.8% |
| 6M | -26.6% | +47.4% | -74.0% | -30.3% |
| YTD | -6.6% | +30.9% | -37.5% | -10.3% |
| 1Y | +5.1% | +46.0% | -40.9% | -0.8% |
| 3Y | +121.0% | +130.3% | -9.4% | +95.5% |
| All | +121.0% | +135.4% | -14.4% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling