+45.9%
ORCL vs CART
+21.6%
+24.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.3% | +3.3% |
| 7D | +5.3% | +1.0% | +4.2% | +5.1% |
| 30D | +10.0% | +12.6% | -2.6% | +7.4% |
| 3M | -32.6% | +23.1% | -55.7% | -35.4% |
| 6M | +4.9% | +39.5% | -34.6% | -2.2% |
| YTD | -17.8% | +13.5% | -31.3% | -20.6% |
| 1Y | -28.0% | +14.9% | -42.9% | -30.8% |
| All | +45.9% | +21.6% | +24.3% | +30.9% |
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