-21.1%
ON vs CART
+21.6%
-42.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.2% |
| 7D | +2.4% | +1.0% | +1.4% | +2.3% |
| 30D | -3.3% | +12.6% | -15.9% | -5.0% |
| 3M | -43.6% | +23.1% | -66.7% | -45.4% |
| 6M | +19.0% | +39.5% | -20.6% | +12.1% |
| YTD | +37.4% | +13.5% | +23.8% | +33.7% |
| 1Y | +54.8% | +14.9% | +39.9% | +49.7% |
| All | -21.1% | +21.6% | -42.7% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling