+26.7%
OMC vs CART
+51.1%
-24.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | +5.4% | +1.5% | +3.9% | +5.1% |
| 30D | +15.7% | +22.4% | -6.7% | +11.4% |
| 3M | +4.9% | +16.5% | -11.6% | +1.7% |
| 6M | +17.3% | +44.9% | -27.6% | +9.6% |
| YTD | +13.0% | +30.0% | -16.9% | +1.5% |
| All | +26.7% | +51.1% | -24.4% | +14.1% |
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