-18.3%
PAAS vs CART
+40.3%
-58.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.8% | +8.4% |
| 7D | -1.1% | +1.4% | -2.5% | -1.1% |
| 30D | -8.5% | +29.7% | -38.1% | -6.9% |
| 3M | -7.3% | +29.7% | -37.0% | -5.6% |
| 6M | -18.3% | +36.8% | -55.1% | -15.4% |
| All | -18.3% | +40.3% | -58.6% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling