+146.6%
JPM vs CART
+39.2%
+107.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | +2.7% | +22.4% | -19.7% | +1.2% |
| 3M | -4.5% | +15.6% | -20.1% | -5.6% |
| 6M | +14.3% | +44.9% | -30.6% | +10.8% |
| YTD | +8.2% | +30.0% | -21.8% | +5.5% |
| 1Y | +10.0% | +56.6% | -46.6% | +5.2% |
| 3Y | +149.0% | +131.9% | +17.0% | +131.8% |
| All | +146.6% | +39.2% | +107.4% | +133.2% |
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 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