+17.3%
IP vs CART
+40.3%
-23.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.5% |
| 7D | +3.4% | +1.4% | +2.0% | +3.4% |
| 30D | +11.2% | +29.7% | -18.4% | +10.7% |
| 3M | -14.8% | +29.7% | -44.5% | -15.0% |
| 6M | +17.3% | +36.8% | -19.5% | +17.4% |
| All | +17.3% | +40.3% | -23.0% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling