+106.5%
GOOG vs CART
+38.4%
+68.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +2.1% | +3.0% | -0.9% | +1.7% |
| 30D | -18.3% | +28.6% | -46.8% | -20.9% |
| 3M | -20.3% | +29.1% | -49.4% | -23.0% |
| 6M | -28.1% | +44.7% | -72.8% | -31.5% |
| YTD | -9.3% | +29.2% | -38.6% | -12.8% |
| 1Y | -0.2% | +66.2% | -66.4% | -7.3% |
| 3Y | +118.0% | +112.8% | +5.2% | +94.3% |
| All | +106.5% | +38.4% | +68.1% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling