+321.1%
PL vs CART
+37.6%
+283.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.4% | -7.7% | -9.5% |
| 7D | -20.5% | +1.2% | -21.7% | -20.8% |
| 30D | -38.8% | +27.1% | -65.9% | -42.7% |
| 3M | -49.1% | +27.4% | -76.6% | -52.7% |
| 6M | -69.4% | +32.1% | -101.5% | -72.0% |
| YTD | -42.3% | +28.5% | -70.8% | -47.3% |
| 1Y | -14.2% | +58.8% | -73.0% | -26.7% |
| 3Y | +398.7% | +114.8% | +283.9% | +254.5% |
| All | +321.1% | +37.6% | +283.5% | +202.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling