+47.6%
ON vs CART
+61.3%
-13.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.4% | -1.9% |
| 7D | -5.8% | +1.4% | -7.2% | -5.8% |
| 30D | -17.1% | +29.7% | -46.8% | -16.6% |
| 3M | -11.8% | +29.7% | -41.5% | -11.3% |
| 6M | -30.2% | +36.8% | -67.0% | -30.1% |
| YTD | +31.6% | +31.7% | -0.1% | +32.4% |
| 1Y | +47.6% | +62.4% | -14.8% | +43.6% |
| All | +47.6% | +61.3% | -13.8% | +43.6% |
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