-4.5%
META vs CART
+57.6%
-62.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.5% | -3.9% |
| 7D | -3.1% | +1.2% | -4.3% | -3.1% |
| 30D | -18.1% | +27.1% | -45.2% | -18.4% |
| 3M | +2.9% | +27.4% | -24.6% | +2.5% |
| 6M | +0.2% | +32.1% | -31.9% | +0.2% |
| YTD | -8.1% | +28.5% | -36.6% | -6.6% |
| 1Y | -4.5% | +58.8% | -63.3% | -6.7% |
| All | -4.5% | +57.6% | -62.1% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling