+151.0%
JPM vs CART
+135.4%
+15.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | +2.7% | +23.1% | -20.4% | +1.1% |
| 3M | -4.7% | +19.2% | -23.9% | -6.1% |
| 6M | +15.6% | +45.7% | -30.1% | +11.8% |
| YTD | +8.6% | +30.9% | -22.3% | +5.7% |
| 1Y | +10.9% | +50.2% | -39.3% | +6.3% |
| All | +151.0% | +135.4% | +15.6% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling