+26.1%
PAAS vs CART
+61.3%
-35.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.8% | +8.2% |
| 7D | -1.1% | +1.4% | -2.5% | -1.2% |
| 30D | -8.5% | +29.7% | -38.1% | -11.0% |
| 3M | -7.3% | +29.7% | -37.0% | -10.1% |
| 6M | -18.3% | +36.8% | -55.1% | -21.3% |
| YTD | -19.2% | +31.7% | -50.8% | -20.5% |
| 1Y | +26.1% | +62.4% | -36.2% | +13.2% |
| All | +26.1% | +61.3% | -35.2% | +13.2% |
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