-7.7%
ORLY vs CART
+48.5%
-56.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | -1.9% | -0.6% | -1.4% | -1.9% |
| 30D | +4.5% | +23.1% | -18.6% | +4.0% |
| 3M | -2.2% | +19.2% | -21.4% | -2.5% |
| 6M | -0.9% | +45.7% | -46.6% | -1.6% |
| YTD | -0.7% | +30.9% | -31.6% | -3.1% |
| All | -7.7% | +48.5% | -56.2% | -9.7% |
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