+124.2%
NDAQ vs CART
+40.2%
+84.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | 0.0% | -0.6% | +0.6% | 0.0% |
| 30D | +16.3% | +23.1% | -6.8% | +13.7% |
| 3M | +15.8% | +19.2% | -3.4% | +13.5% |
| 6M | +24.8% | +45.7% | -20.9% | +19.4% |
| YTD | +14.1% | +30.9% | -16.8% | +9.6% |
| 1Y | +26.5% | +50.2% | -23.7% | +20.0% |
| 3Y | +119.1% | +133.5% | -14.4% | +97.3% |
| All | +124.2% | +40.2% | +84.1% | +103.6% |
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