+26.2%
OMC vs CART
+38.4%
-12.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +6.3% | +3.0% | +3.3% | +6.0% |
| 30D | +15.4% | +28.6% | -13.2% | +12.0% |
| 3M | +5.8% | +29.1% | -23.3% | +2.6% |
| 6M | +14.7% | +44.7% | -30.1% | +9.8% |
| YTD | +10.3% | +29.2% | -18.9% | +6.2% |
| 1Y | +23.2% | +66.2% | -42.9% | +16.0% |
| 3Y | +24.6% | +112.8% | -88.2% | +11.8% |
| All | +26.2% | +38.4% | -12.2% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling