+337.4%
MOD vs CART
+21.6%
+315.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.5% |
| 7D | +9.6% | +1.0% | +8.5% | +9.4% |
| 30D | 0.0% | +12.6% | -12.6% | -2.2% |
| 3M | -35.4% | +23.1% | -58.5% | -38.0% |
| 6M | -7.3% | +39.5% | -46.8% | -14.2% |
| YTD | +45.8% | +13.5% | +32.3% | +41.2% |
| 1Y | +43.1% | +14.9% | +28.3% | +37.1% |
| All | +337.4% | +21.6% | +315.8% | +265.9% |
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