+27.3%
LIN vs CART
+21.6%
+5.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -2.1% | +1.0% | -3.2% | -2.2% |
| 30D | -2.4% | +12.6% | -15.0% | -3.0% |
| 3M | -5.6% | +23.1% | -28.7% | -6.7% |
| 6M | -3.4% | +39.5% | -42.9% | -5.4% |
| YTD | +13.1% | +13.5% | -0.4% | +12.0% |
| 1Y | +2.5% | +14.9% | -12.4% | +1.2% |
| All | +27.3% | +21.6% | +5.7% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling