+29.8%
OMC vs CART
+39.2%
-9.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +6.8% | +0.3% | +6.5% | +6.8% |
| 30D | +16.2% | +22.4% | -6.3% | +13.4% |
| 3M | +6.0% | +15.6% | -9.6% | +4.1% |
| 6M | +17.7% | +44.9% | -27.2% | +12.8% |
| YTD | +13.5% | +30.0% | -16.5% | +9.2% |
| 1Y | +27.2% | +56.6% | -29.4% | +20.3% |
| 3Y | +30.4% | +131.9% | -101.5% | +16.3% |
| All | +29.8% | +39.2% | -9.4% | +18.8% |
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