+118.8%
GOOGL vs CART
+137.8%
-19.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.6% | +0.3% | +2.4% | +2.6% |
| 30D | -18.3% | +22.4% | -40.7% | -20.4% |
| 3M | -19.6% | +15.6% | -35.2% | -21.2% |
| 6M | -28.2% | +44.9% | -73.1% | -31.7% |
| YTD | -8.0% | +30.0% | -38.0% | -11.6% |
| 1Y | -0.7% | +56.6% | -57.3% | -7.1% |
| 3Y | +118.8% | +131.9% | -13.1% | +94.0% |
| All | +118.8% | +137.8% | -19.0% | +94.0% |
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