+168.0%
INTC vs CART
+21.6%
+146.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +4.6% |
| 7D | +7.1% | +1.0% | +6.0% | +7.0% |
| 30D | -5.2% | +12.6% | -17.8% | -6.4% |
| 3M | -14.3% | +23.1% | -37.4% | -16.3% |
| 6M | +110.2% | +39.5% | +70.6% | +101.4% |
| YTD | +159.6% | +13.5% | +146.1% | +155.1% |
| 1Y | +289.3% | +14.9% | +274.4% | +279.9% |
| All | +168.0% | +21.6% | +146.4% | +139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling