+100.2%
META vs CART
+37.6%
+62.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.5% | -3.7% |
| 7D | -3.1% | +1.2% | -4.3% | -3.2% |
| 30D | -18.1% | +27.1% | -45.2% | -20.5% |
| 3M | +2.9% | +27.4% | -24.6% | -0.3% |
| 6M | +0.2% | +32.1% | -31.9% | -3.6% |
| YTD | -8.1% | +28.5% | -36.6% | -11.4% |
| 1Y | -4.5% | +58.8% | -63.3% | -11.0% |
| 3Y | +94.2% | +114.8% | -20.6% | +76.5% |
| All | +100.2% | +37.6% | +62.6% | +81.3% |
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 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