+103.9%
META vs CART
+21.6%
+82.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | +6.7% | +1.0% | +5.7% | +6.6% |
| 30D | +4.8% | +12.6% | -7.9% | +3.2% |
| 3M | -1.6% | +23.1% | -24.7% | -4.2% |
| 6M | -7.5% | +39.5% | -47.0% | -11.8% |
| YTD | -6.4% | +13.5% | -19.9% | -8.2% |
| 1Y | -17.3% | +14.9% | -32.2% | -19.5% |
| All | +103.9% | +21.6% | +82.4% | +87.7% |
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 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