+368.5%
PL vs CART
+41.0%
+327.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.6% | -7.9% | -6.8% |
| 7D | -11.7% | +1.4% | -13.1% | -12.1% |
| 30D | -27.1% | +29.7% | -56.8% | -32.2% |
| 3M | -44.6% | +29.7% | -74.3% | -48.7% |
| 6M | -67.2% | +36.8% | -104.0% | -70.3% |
| YTD | -35.9% | +31.7% | -67.5% | -41.8% |
| 1Y | -0.4% | +62.4% | -62.8% | -15.4% |
| 3Y | +454.8% | +120.1% | +334.8% | +291.6% |
| All | +368.5% | +41.0% | +327.5% | +234.5% |
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