-56.1%
OPEN vs CART
+38.4%
-94.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.6% | -22.4% | -22.0% |
| 7D | -22.2% | +3.0% | -25.2% | -22.9% |
| 30D | -38.3% | +28.6% | -66.9% | -43.3% |
| 3M | -59.4% | +29.1% | -88.4% | -62.8% |
| 6M | -74.4% | +44.7% | -119.1% | -77.5% |
| YTD | -76.0% | +29.2% | -105.2% | -78.4% |
| 1Y | -78.7% | +66.2% | -144.8% | -82.7% |
| 3Y | -30.0% | +112.8% | -142.8% | -60.8% |
| All | -56.1% | +38.4% | -94.5% | -74.0% |
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