+83.4%
IBM vs CART
+38.4%
+45.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | -5.0% | +3.0% | -7.9% | -5.3% |
| 30D | +11.1% | +28.6% | -17.4% | +7.9% |
| 3M | +5.7% | +29.1% | -23.4% | +2.5% |
| 6M | +10.1% | +44.7% | -34.6% | +5.4% |
| YTD | -15.6% | +29.2% | -44.8% | -18.7% |
| 1Y | -19.5% | +66.2% | -85.7% | -24.3% |
| 3Y | +80.4% | +112.8% | -32.4% | +67.2% |
| All | +83.4% | +38.4% | +45.0% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling