+72.6%
ILMN vs CART
+49.3%
+23.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -2.9% | +1.3% | -4.2% | -2.9% |
| 30D | -23.8% | +19.2% | -43.0% | -24.0% |
| 3M | +7.5% | +17.6% | -10.1% | +7.2% |
| 6M | +42.8% | +47.4% | -4.6% | +40.9% |
| YTD | +57.8% | +30.9% | +26.9% | +60.6% |
| 1Y | +72.6% | +46.0% | +26.6% | +72.4% |
| All | +72.6% | +49.3% | +23.3% | +72.4% |
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