+87.1%
IBM vs CART
+40.2%
+46.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | -1.7% | -0.6% | -1.1% | -1.7% |
| 30D | +10.1% | +23.1% | -13.0% | +7.5% |
| 3M | +4.8% | +19.2% | -14.4% | +2.6% |
| 6M | +12.6% | +45.7% | -33.1% | +7.8% |
| YTD | -13.9% | +30.9% | -44.8% | -17.2% |
| 1Y | -18.7% | +50.2% | -68.9% | -22.8% |
| 3Y | +81.9% | +133.5% | -51.6% | +68.9% |
| All | +87.1% | +40.2% | +46.9% | +68.2% |
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