+89.5%
ILMN vs CART
+111.7%
-22.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.4% | -5.8% | -7.9% |
| 7D | -28.3% | +1.2% | -29.5% | -28.3% |
| 30D | -24.0% | +27.1% | -51.1% | -25.9% |
| 3M | +4.1% | +27.4% | -23.4% | +1.2% |
| 6M | +49.6% | +32.1% | +17.4% | +44.2% |
| YTD | +58.6% | +28.5% | +30.1% | +53.0% |
| 1Y | +69.9% | +58.8% | +11.1% | +58.7% |
| All | +89.5% | +111.7% | -22.2% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling