+25.7%
IR vs CART
+38.4%
-12.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +3.7% | +3.0% | +0.7% | +3.5% |
| 30D | +7.4% | +28.6% | -21.1% | +5.3% |
| 3M | -5.9% | +29.1% | -35.0% | -8.0% |
| 6M | +5.6% | +44.7% | -39.1% | +2.0% |
| YTD | +4.8% | +29.2% | -24.4% | +2.0% |
| 1Y | +6.9% | +66.2% | -59.2% | +0.8% |
| 3Y | +27.6% | +112.8% | -85.3% | +15.6% |
| All | +25.7% | +38.4% | -12.7% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling