+66.9%
INTC vs CART
+40.2%
+26.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +6.0% | +1.3% | +4.7% | +5.9% |
| 30D | -39.2% | +19.2% | -58.4% | -40.0% |
| 3M | -42.9% | +17.6% | -60.5% | -43.7% |
| 6M | -50.4% | +47.4% | -97.8% | -52.3% |
| YTD | +61.7% | +30.9% | +30.8% | +57.0% |
| 1Y | +66.1% | +46.0% | +20.2% | +58.1% |
| 3Y | +58.1% | +130.3% | -72.2% | +36.4% |
| All | +66.9% | +40.2% | +26.8% | +47.5% |
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