+39.0%
LIN vs CART
+37.6%
+1.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | +3.6% | +1.2% | +2.4% | +3.5% |
| 30D | +6.4% | +27.1% | -20.7% | +5.1% |
| 3M | +6.5% | +27.4% | -20.9% | +5.2% |
| 6M | +4.9% | +32.1% | -27.3% | +3.2% |
| YTD | +23.4% | +28.5% | -5.0% | +21.5% |
| 1Y | +26.3% | +58.8% | -32.5% | +22.6% |
| 3Y | +38.0% | +114.8% | -76.8% | +31.7% |
| All | +39.0% | +37.6% | +1.4% | +36.5% |
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