+232.7%
PAAS vs CART
+21.6%
+211.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.2% |
| 7D | -2.9% | +1.0% | -3.9% | -3.0% |
| 30D | +6.8% | +12.6% | -5.8% | +4.8% |
| 3M | -2.9% | +23.1% | -26.0% | -6.2% |
| 6M | -16.4% | +39.5% | -56.0% | -21.8% |
| YTD | 0.0% | +13.5% | -13.5% | -3.0% |
| 1Y | +54.3% | +14.9% | +39.5% | +48.6% |
| All | +232.7% | +21.6% | +211.1% | +199.7% |
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