+11.3%
O vs CART
+61.3%
-50.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +3.0% |
| 7D | +5.8% | +1.4% | +4.5% | +5.8% |
| 30D | +10.7% | +29.7% | -19.0% | +10.2% |
| 3M | -4.5% | +29.7% | -34.2% | -4.8% |
| 6M | -4.1% | +36.8% | -40.9% | -4.1% |
| YTD | +9.8% | +31.7% | -21.8% | +9.8% |
| 1Y | +11.3% | +62.4% | -51.1% | +9.3% |
| All | +11.3% | +61.3% | -50.0% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling