-10.5%
OPEN vs CART
+111.7%
-122.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.4% | -7.2% | -8.9% |
| 7D | -5.8% | +1.2% | -7.0% | -6.0% |
| 30D | -21.1% | +27.1% | -48.2% | -26.8% |
| 3M | -52.4% | +27.4% | -79.8% | -55.9% |
| 6M | -65.8% | +32.1% | -97.9% | -68.9% |
| YTD | -69.3% | +28.5% | -97.8% | -72.1% |
| 1Y | -75.2% | +58.8% | -134.0% | -79.2% |
| All | -10.5% | +111.7% | -122.2% | -51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling