+66.1%
INTC vs CART
+49.3%
+16.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.4% |
| 7D | +6.0% | +1.3% | +4.7% | +6.2% |
| 30D | -39.2% | +19.2% | -58.4% | -37.2% |
| 3M | -42.9% | +17.6% | -60.5% | -40.9% |
| 6M | -50.4% | +47.4% | -97.8% | -46.2% |
| YTD | +61.7% | +30.9% | +30.8% | +64.8% |
| 1Y | +66.1% | +46.0% | +20.2% | +75.9% |
| All | +66.1% | +49.3% | +16.9% | +75.9% |
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 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