+108.3%
GOOGL vs CART
+38.4%
+69.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +1.8% | +3.0% | -1.2% | +1.4% |
| 30D | -18.8% | +28.6% | -47.3% | -21.3% |
| 3M | -20.3% | +29.1% | -49.4% | -23.0% |
| 6M | -28.4% | +44.7% | -73.1% | -31.8% |
| YTD | -8.8% | +29.2% | -38.1% | -12.3% |
| 1Y | +0.3% | +66.2% | -65.9% | -6.8% |
| 3Y | +120.7% | +112.8% | +7.9% | +96.9% |
| All | +108.3% | +38.4% | +69.9% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling