+6.9%
IR vs CART
+60.1%
-53.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.4% |
| 7D | +3.7% | +3.0% | +0.7% | +3.8% |
| 30D | +7.4% | +28.6% | -21.1% | +8.3% |
| 3M | -5.9% | +29.1% | -35.0% | -4.9% |
| 6M | +5.6% | +44.7% | -39.1% | +7.3% |
| YTD | +4.8% | +29.2% | -24.4% | +1.9% |
| 1Y | +6.9% | +66.2% | -59.2% | +4.3% |
| All | +6.9% | +60.1% | -53.1% | +4.3% |
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 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