+39.9%
LIN vs CART
+41.0%
-1.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.5% |
| 7D | +3.3% | +1.4% | +1.9% | +3.2% |
| 30D | +8.8% | +29.7% | -20.9% | +7.4% |
| 3M | +8.6% | +29.7% | -21.1% | +7.2% |
| 6M | +7.0% | +36.8% | -29.8% | +5.1% |
| YTD | +24.3% | +31.7% | -7.4% | +22.1% |
| 1Y | +27.3% | +62.4% | -35.1% | +23.4% |
| 3Y | +38.9% | +120.1% | -81.1% | +32.4% |
| All | +39.9% | +41.0% | -1.1% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling