+124.5%
JBL vs CART
+38.4%
+86.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -12.3% | +3.0% | -15.3% | -12.6% |
| 30D | -20.2% | +28.6% | -48.7% | -22.6% |
| 3M | -30.6% | +29.1% | -59.7% | -33.1% |
| 6M | -35.8% | +44.7% | -80.5% | -39.3% |
| YTD | +4.9% | +29.2% | -24.3% | +0.5% |
| 1Y | +11.3% | +66.2% | -54.9% | +1.0% |
| 3Y | +89.1% | +112.8% | -23.7% | +60.8% |
| All | +124.5% | +38.4% | +86.1% | +99.2% |
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