-26.7%
ON vs CART
+39.2%
-65.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.6% | +8.6% | +9.1% |
| 7D | -1.4% | +1.5% | -2.9% | -1.6% |
| 30D | -10.9% | +22.4% | -33.3% | -13.2% |
| 3M | -14.9% | +16.5% | -31.4% | -16.7% |
| 6M | -33.0% | +44.9% | -77.9% | -36.8% |
| YTD | +27.6% | +30.0% | -2.3% | +22.0% |
| 1Y | +44.5% | +59.1% | -14.6% | +32.9% |
| 3Y | +7.4% | +138.8% | -131.4% | -10.6% |
| All | -26.7% | +39.2% | -65.9% | -38.4% |
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