-37.4%
ORCL vs CART
+35.2%
-72.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.4% | -4.5% | -6.6% |
| 7D | -17.5% | +1.2% | -18.7% | -17.5% |
| 30D | -20.2% | +27.1% | -47.3% | -22.7% |
| 3M | -19.9% | +27.4% | -47.4% | -23.2% |
| 6M | -37.4% | +32.1% | -69.5% | -40.2% |
| All | -37.4% | +35.2% | -72.6% | -40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling