+168.9%
P vs CART
+38.4%
+130.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +3.0% | +3.4% |
| 7D | -23.8% | +3.0% | -26.8% | -24.2% |
| 30D | -36.6% | +28.6% | -65.2% | -39.7% |
| 3M | +10.9% | +29.1% | -18.2% | +4.7% |
| 6M | +30.0% | +44.7% | -14.7% | +19.2% |
| YTD | +44.4% | +29.2% | +15.2% | +34.9% |
| 1Y | +3.9% | +66.2% | -62.2% | -9.6% |
| 3Y | +176.6% | +112.8% | +63.8% | +123.2% |
| All | +168.9% | +38.4% | +130.5% | +117.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling