+343.0%
NET vs CART
+41.0%
+302.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.1% | -2.9% |
| 7D | -16.4% | +1.4% | -17.7% | -16.6% |
| 30D | -25.8% | +29.7% | -55.5% | -29.7% |
| 3M | -11.5% | +29.7% | -41.3% | -16.6% |
| 6M | +18.9% | +36.8% | -17.9% | +10.3% |
| YTD | +35.2% | +31.7% | +3.6% | +26.0% |
| 1Y | +14.5% | +62.4% | -47.9% | +1.2% |
| 3Y | +313.8% | +120.1% | +193.7% | +226.5% |
| All | +343.0% | +41.0% | +302.0% | +251.4% |
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