+29.9%
OMC vs CART
+40.2%
-10.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | +1.6% | -0.6% | +2.2% | +1.6% |
| 30D | +15.3% | +23.1% | -7.8% | +12.5% |
| 3M | +4.5% | +19.2% | -14.7% | +2.2% |
| 6M | +20.8% | +45.7% | -24.9% | +15.6% |
| YTD | +13.5% | +30.9% | -17.4% | +9.1% |
| 1Y | +25.2% | +50.2% | -24.9% | +18.9% |
| 3Y | +30.5% | +133.5% | -103.1% | +16.3% |
| All | +29.9% | +40.2% | -10.3% | +18.7% |
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