+326.8%
INTC vs CART
+5.2%
+321.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -6.0% | +15.1% | +8.7% |
| 7D | +17.4% | -4.1% | +21.5% | +17.1% |
| 30D | +2.8% | -4.3% | +7.1% | +2.5% |
| 3M | -5.3% | +13.1% | -18.4% | -4.9% |
| 6M | +140.6% | +26.0% | +114.6% | +142.1% |
| YTD | +183.1% | +6.7% | +176.4% | +191.0% |
| 1Y | +326.8% | +6.3% | +320.5% | +357.6% |
| All | +326.8% | +5.2% | +321.5% | +357.6% |
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