+51.2%
INTC vs CART
+51.1%
+0.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -4.0% | +0.3% | -4.3% | -4.0% |
| 30D | -44.5% | +22.4% | -66.9% | -42.2% |
| 3M | -40.4% | +15.6% | -56.0% | -38.3% |
| 6M | -53.5% | +44.9% | -98.4% | -49.4% |
| YTD | +57.5% | +30.0% | +27.5% | +60.2% |
| 1Y | +51.2% | +56.6% | -5.4% | +71.3% |
| All | +51.2% | +51.1% | +0.1% | +71.3% |
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