+37.8%
LIN vs CART
+111.7%
-73.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.3% |
| 3M | +6.5% | +27.4% | -20.9% | +5.3% |
| 6M | +4.9% | +32.1% | -27.3% | +3.4% |
| YTD | +23.4% | +28.5% | -5.0% | +21.7% |
| 1Y | +26.3% | +58.8% | -32.5% | +23.0% |
| All | +37.8% | +111.7% | -73.9% | +35.5% |
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 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