-21.8%
ON vs CART
+39.2%
-61.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +17.0% | +1.2% | +15.8% | +16.8% |
| 30D | -3.9% | +17.8% | -21.6% | -5.9% |
| 3M | -11.5% | +20.7% | -32.2% | -13.8% |
| 6M | -29.2% | +49.7% | -78.9% | -33.5% |
| YTD | +36.2% | +30.0% | +6.1% | +30.2% |
| 1Y | +49.6% | +48.4% | +1.3% | +39.5% |
| 3Y | +9.4% | +132.0% | -122.5% | -8.8% |
| All | -21.8% | +39.2% | -61.0% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling