+571.1%
PL vs CART
+21.6%
+549.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | -9.3% | +1.0% | -10.4% | -9.6% |
| 30D | -18.9% | +12.6% | -31.5% | -21.8% |
| 3M | -58.4% | +23.1% | -81.5% | -60.9% |
| 6M | -30.3% | +39.5% | -69.8% | -37.6% |
| YTD | -8.1% | +13.5% | -21.7% | -12.9% |
| 1Y | +180.5% | +14.9% | +165.6% | +162.0% |
| All | +571.1% | +21.6% | +549.5% | +400.5% |
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