-71.4%
OPEN vs CART
+61.3%
-132.7%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +1.6% | +12.2% | +13.5% |
| 7D | +3.7% | +1.4% | +2.3% | +3.4% |
| 30D | -14.3% | +29.7% | -44.0% | -17.9% |
| 3M | -51.9% | +29.7% | -81.7% | -53.9% |
| 6M | -61.4% | +36.8% | -98.2% | -63.1% |
| YTD | -66.0% | +31.7% | -97.7% | -66.5% |
| 1Y | -71.4% | +62.4% | -133.8% | -76.1% |
| All | -71.4% | +61.3% | -132.7% | -76.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling