+57.5%
INTC vs CART
+38.4%
+19.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.1% | +7.7% |
| 7D | -14.4% | +3.0% | -17.4% | -14.6% |
| 30D | -50.2% | +28.6% | -78.8% | -51.2% |
| 3M | -43.6% | +29.1% | -72.7% | -45.0% |
| 6M | -50.2% | +44.7% | -94.9% | -52.1% |
| YTD | +52.5% | +29.2% | +23.3% | +48.3% |
| 1Y | +51.1% | +66.2% | -15.0% | +40.3% |
| 3Y | +50.3% | +112.8% | -62.5% | +30.9% |
| All | +57.5% | +38.4% | +19.1% | +39.3% |
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 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