-13.3%
IBM vs CART
+61.3%
-74.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.5% |
| 7D | +0.4% | +1.4% | -0.9% | +0.2% |
| 30D | +14.8% | +29.7% | -14.9% | +9.9% |
| 3M | +8.9% | +29.7% | -20.8% | +3.9% |
| 6M | +12.4% | +36.8% | -24.4% | +6.6% |
| YTD | -12.4% | +31.7% | -44.1% | -19.9% |
| 1Y | -13.3% | +62.4% | -75.6% | -18.5% |
| All | -13.3% | +61.3% | -74.6% | -18.5% |
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 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