+147.1%
JPM vs CART
+39.2%
+107.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +1.6% | +1.2% | +0.4% | +1.5% |
| 30D | +3.4% | +17.8% | -14.3% | +2.2% |
| 3M | -5.7% | +20.7% | -26.4% | -7.1% |
| 6M | +13.5% | +49.7% | -36.2% | +9.7% |
| YTD | +8.4% | +30.0% | -21.6% | +5.7% |
| 1Y | +9.1% | +48.4% | -39.3% | +4.9% |
| 3Y | +149.5% | +132.0% | +17.5% | +132.3% |
| All | +147.1% | +39.2% | +107.9% | +133.7% |
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