-53.4%
ORCL vs CART
+57.6%
-111.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.4% | -4.5% | -6.5% |
| 7D | -17.5% | +1.2% | -18.7% | -17.6% |
| 30D | -20.2% | +27.1% | -47.3% | -23.6% |
| 3M | -19.9% | +27.4% | -47.4% | -23.9% |
| 6M | -37.4% | +32.1% | -69.5% | -41.2% |
| YTD | -40.1% | +28.5% | -68.6% | -45.7% |
| 1Y | -53.4% | +58.8% | -112.2% | -59.8% |
| All | -53.4% | +57.6% | -111.0% | -59.8% |
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