+51.1%
INTC vs CART
+60.1%
-8.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.1% | +7.8% |
| 7D | -14.4% | +3.0% | -17.4% | -14.0% |
| 30D | -50.2% | +28.6% | -78.8% | -47.7% |
| 3M | -43.6% | +29.1% | -72.7% | -40.7% |
| 6M | -50.2% | +44.7% | -94.9% | -46.5% |
| YTD | +52.5% | +29.2% | +23.3% | +56.7% |
| 1Y | +51.1% | +66.2% | -15.0% | +73.5% |
| All | +51.1% | +60.1% | -8.9% | +73.5% |
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 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