+75.8%
IBM vs CART
+21.6%
+54.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.2% |
| 7D | -0.3% | +1.0% | -1.3% | -0.4% |
| 30D | +0.3% | +12.6% | -12.3% | -1.1% |
| 3M | -21.6% | +23.1% | -44.7% | -23.4% |
| 6M | -4.7% | +39.5% | -44.2% | -8.3% |
| YTD | -19.1% | +13.5% | -32.6% | -20.8% |
| 1Y | -2.5% | +14.9% | -17.4% | -4.8% |
| All | +75.8% | +21.6% | +54.2% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling