-32.8%
ON vs CART
+38.4%
-71.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -11.7% | +3.0% | -14.6% | -12.0% |
| 30D | -23.3% | +28.6% | -51.8% | -25.7% |
| 3M | -19.2% | +29.1% | -48.2% | -22.1% |
| 6M | -40.1% | +44.7% | -84.9% | -43.5% |
| YTD | +16.9% | +29.2% | -12.3% | +11.8% |
| 1Y | +29.7% | +66.2% | -36.4% | +18.3% |
| 3Y | -4.4% | +112.8% | -117.2% | -20.3% |
| All | -32.8% | +38.4% | -71.2% | -43.5% |
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