+19.5%
OMC vs CART
+21.6%
-2.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.4% |
| 7D | -6.4% | +1.0% | -7.5% | -6.5% |
| 30D | +1.1% | +12.6% | -11.5% | -0.2% |
| 3M | +10.4% | +23.1% | -12.7% | +7.9% |
| 6M | -1.7% | +39.5% | -41.2% | -5.2% |
| YTD | +4.4% | +13.5% | -9.1% | +2.2% |
| 1Y | +8.4% | +14.9% | -6.4% | +5.8% |
| All | +19.5% | +21.6% | -2.1% | +11.2% |
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