-14.2%
PL vs CART
+57.6%
-71.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.4% | -7.7% | -9.7% |
| 7D | -20.5% | +1.2% | -21.7% | -20.7% |
| 30D | -38.8% | +27.1% | -65.9% | -41.2% |
| 3M | -49.1% | +27.4% | -76.6% | -51.4% |
| 6M | -69.4% | +32.1% | -101.5% | -71.1% |
| YTD | -42.3% | +28.5% | -70.8% | -45.7% |
| 1Y | -14.2% | +58.8% | -73.0% | -25.0% |
| All | -14.2% | +57.6% | -71.8% | -25.0% |
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