+7.0%
ORCL vs CART
+38.4%
-31.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -11.2% | +3.0% | -14.1% | -11.6% |
| 30D | -18.8% | +28.6% | -47.4% | -22.6% |
| 3M | -18.8% | +29.1% | -47.8% | -22.9% |
| 6M | -39.7% | +44.7% | -84.5% | -44.2% |
| YTD | -39.6% | +29.2% | -68.9% | -43.3% |
| 1Y | -51.7% | +66.2% | -117.9% | -56.8% |
| 3Y | +10.2% | +112.8% | -102.6% | -3.1% |
| All | +7.0% | +38.4% | -31.3% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling