+29.3%
OMC vs CART
+39.2%
-9.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | +5.4% | +1.5% | +3.9% | +5.2% |
| 30D | +15.7% | +22.4% | -6.7% | +13.0% |
| 3M | +4.9% | +16.5% | -11.6% | +2.9% |
| 6M | +17.3% | +44.9% | -27.6% | +12.3% |
| YTD | +13.0% | +30.0% | -16.9% | +8.7% |
| 1Y | +24.1% | +59.1% | -35.0% | +17.2% |
| 3Y | +31.2% | +138.8% | -107.6% | +16.8% |
| All | +29.3% | +39.2% | -9.9% | +18.3% |
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 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