+141.9%
MOD vs CART
+116.9%
+25.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.6% | -23.0% | -21.7% |
| 7D | -31.3% | +1.4% | -32.7% | -31.5% |
| 30D | -46.1% | +29.7% | -75.8% | -48.8% |
| 3M | -51.1% | +29.7% | -80.9% | -53.9% |
| 6M | -62.1% | +36.8% | -98.9% | -64.8% |
| YTD | -26.2% | +31.7% | -57.8% | -31.2% |
| 1Y | -32.6% | +62.4% | -94.9% | -41.9% |
| All | +141.9% | +116.9% | +25.0% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling