-10.1%
OTIS vs CART
+61.3%
-71.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +3.8% |
| 7D | +9.5% | +1.4% | +8.1% | +9.4% |
| 30D | +21.1% | +29.7% | -8.6% | +20.3% |
| 3M | +9.0% | +29.7% | -20.7% | +8.5% |
| 6M | +6.4% | +36.8% | -30.4% | +6.5% |
| YTD | -7.1% | +31.7% | -38.8% | -7.5% |
| 1Y | -10.1% | +62.4% | -72.5% | -11.3% |
| All | -10.1% | +61.3% | -71.5% | -11.3% |
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