-78.7%
OPEN vs CART
+60.1%
-138.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.6% | -22.4% | -21.9% |
| 7D | -22.2% | +3.0% | -25.2% | -22.5% |
| 30D | -38.3% | +28.6% | -66.9% | -40.5% |
| 3M | -59.4% | +29.1% | -88.4% | -60.7% |
| 6M | -74.4% | +44.7% | -119.1% | -75.2% |
| YTD | -76.0% | +29.2% | -105.2% | -76.4% |
| 1Y | -78.7% | +66.2% | -144.8% | -81.3% |
| All | -78.7% | +60.1% | -138.7% | -81.3% |
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