+219.5%
P vs CART
+116.9%
+102.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.6% | -6.6% | -5.3% |
| 7D | -19.4% | +1.4% | -20.7% | -19.6% |
| 30D | -22.3% | +29.7% | -52.0% | -26.7% |
| 3M | +33.2% | +29.7% | +3.5% | +24.8% |
| 6M | +53.6% | +36.8% | +16.8% | +41.2% |
| YTD | +66.8% | +31.7% | +35.1% | +54.0% |
| 1Y | +17.5% | +62.4% | -44.9% | +1.3% |
| All | +219.5% | +116.9% | +102.6% | +144.6% |
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