+40.0%
O vs CART
+112.9%
-72.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +3.3% | +1.5% | +1.8% | +3.3% |
| 30D | +10.3% | +22.4% | -12.1% | +9.8% |
| 3M | -3.5% | +16.5% | -20.0% | -3.9% |
| 6M | -1.3% | +44.9% | -46.2% | -2.2% |
| YTD | +10.3% | +30.0% | -19.6% | +9.6% |
| 1Y | +10.4% | +59.1% | -48.7% | +8.9% |
| 3Y | +40.0% | +138.8% | -98.8% | +32.9% |
| All | +40.0% | +112.9% | -72.9% | +32.9% |
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