+27.2%
OMC vs CART
+51.1%
-23.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.8% |
| 3M | +6.0% | +15.6% | -9.6% | +2.9% |
| 6M | +17.7% | +44.9% | -27.2% | +10.0% |
| YTD | +13.5% | +30.0% | -16.5% | +1.9% |
| 1Y | +27.2% | +56.6% | -29.4% | +14.6% |
| All | +27.2% | +51.1% | -23.9% | +14.6% |
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