+116.8%
NDAQ vs CART
+135.4%
-18.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | +1.3% | +1.3% | 0.0% | +1.1% |
| 30D | +18.0% | +19.2% | -1.2% | +15.6% |
| 3M | +11.5% | +17.6% | -6.0% | +9.4% |
| 6M | +21.1% | +47.4% | -26.3% | +15.4% |
| YTD | +12.8% | +30.9% | -18.1% | +8.1% |
| 1Y | +25.7% | +46.0% | -20.3% | +19.2% |
| 3Y | +116.8% | +130.3% | -13.5% | +92.8% |
| All | +116.8% | +135.4% | -18.6% | +92.8% |
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