+119.0%
NDAQ vs CART
+38.4%
+80.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.8% | +3.0% | -2.1% | +0.5% |
| 30D | +16.5% | +28.6% | -12.0% | +13.4% |
| 3M | +13.5% | +29.1% | -15.6% | +10.2% |
| 6M | +20.9% | +44.7% | -23.8% | +15.7% |
| YTD | +11.4% | +29.2% | -17.8% | +7.2% |
| 1Y | +25.9% | +66.2% | -40.2% | +18.3% |
| 3Y | +119.9% | +112.8% | +7.0% | +99.1% |
| All | +119.0% | +38.4% | +80.6% | +99.2% |
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