-26.1%
ON vs CART
+39.2%
-65.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | +0.3% | -4.4% | -4.1% |
| 30D | -10.2% | +22.4% | -32.6% | -12.5% |
| 3M | -12.7% | +15.6% | -28.4% | -14.5% |
| 6M | -32.5% | +44.9% | -77.5% | -36.3% |
| YTD | +28.6% | +30.0% | -1.4% | +22.9% |
| 1Y | +43.4% | +56.6% | -13.2% | +32.3% |
| 3Y | +3.3% | +131.9% | -128.6% | -13.9% |
| All | -26.1% | +39.2% | -65.3% | -37.9% |
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