+0.7%
PL vs CART
+60.1%
-59.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.6% | +9.8% | +10.3% |
| 7D | -6.8% | +3.0% | -9.8% | -7.2% |
| 30D | -29.3% | +28.6% | -57.9% | -32.0% |
| 3M | -44.8% | +29.1% | -73.8% | -47.1% |
| 6M | -68.4% | +44.7% | -113.1% | -70.3% |
| YTD | -36.4% | +29.2% | -65.6% | -40.7% |
| 1Y | +0.7% | +66.2% | -65.4% | -7.4% |
| All | +0.7% | +60.1% | -59.3% | -7.4% |
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 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