-24.6%
ON vs CART
+40.2%
-64.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.7% |
| 7D | +12.2% | +1.3% | +11.0% | +12.1% |
| 30D | -3.1% | +19.2% | -22.3% | -5.3% |
| 3M | -12.9% | +17.6% | -30.4% | -14.8% |
| 6M | -38.6% | +47.4% | -85.9% | -42.2% |
| YTD | +31.2% | +30.9% | +0.3% | +25.3% |
| 1Y | +47.6% | +46.0% | +1.7% | +38.1% |
| 3Y | +6.6% | +130.3% | -123.7% | -11.2% |
| All | -24.6% | +40.2% | -64.8% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling