+101.9%
META vs CART
+38.4%
+63.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | -0.8% | +3.0% | -3.7% | -1.1% |
| 30D | -15.4% | +28.6% | -44.0% | -18.0% |
| 3M | +3.5% | +29.1% | -25.6% | +0.2% |
| 6M | -0.3% | +44.7% | -45.0% | -5.0% |
| YTD | -7.3% | +29.2% | -36.5% | -10.7% |
| 1Y | -1.1% | +66.2% | -67.2% | -8.4% |
| 3Y | +95.1% | +112.8% | -17.8% | +77.3% |
| All | +101.9% | +38.4% | +63.5% | +82.7% |
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