-62.7%
OPEN vs CART
+40.2%
-102.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.9% |
| 7D | -15.0% | +1.3% | -16.3% | -15.3% |
| 30D | -40.2% | +19.2% | -59.4% | -43.6% |
| 3M | -67.4% | +17.6% | -84.9% | -69.2% |
| 6M | -74.0% | +47.4% | -121.4% | -77.3% |
| YTD | -79.6% | +30.9% | -110.5% | -81.7% |
| 1Y | -86.1% | +46.0% | -132.1% | -88.1% |
| 3Y | -41.4% | +130.3% | -171.7% | -68.2% |
| All | -62.7% | +40.2% | -102.9% | -78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling