+1.2%
JD vs CART
+21.6%
-20.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +1.9% |
| 7D | -1.7% | +1.0% | -2.7% | -1.7% |
| 30D | -13.2% | +12.6% | -25.8% | -13.7% |
| 3M | -3.2% | +23.1% | -26.3% | -4.3% |
| 6M | +15.2% | +39.5% | -24.3% | +12.8% |
| YTD | +2.0% | +13.5% | -11.6% | +1.0% |
| 1Y | -5.4% | +14.9% | -20.2% | -6.5% |
| All | +1.2% | +21.6% | -20.4% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling