+167.1%
P vs CART
+111.7%
+55.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.4% | -14.0% | -15.9% |
| 7D | -31.9% | +1.2% | -33.1% | -32.0% |
| 30D | -36.5% | +27.1% | -63.6% | -39.8% |
| 3M | +11.6% | +27.4% | -15.8% | +5.0% |
| 6M | +25.2% | +32.1% | -6.9% | +16.1% |
| YTD | +39.4% | +28.5% | +11.0% | +29.6% |
| 1Y | -3.7% | +58.8% | -62.5% | -16.5% |
| All | +167.1% | +111.7% | +55.4% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling