+95.2%
PR vs CART
+21.6%
+73.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | +2.9% | +1.0% | +1.9% | +2.8% |
| 30D | +18.0% | +12.6% | +5.4% | +16.2% |
| 3M | +16.9% | +23.1% | -6.3% | +13.4% |
| 6M | +28.2% | +39.5% | -11.3% | +22.0% |
| YTD | +69.3% | +13.5% | +55.8% | +65.6% |
| 1Y | +69.5% | +14.9% | +54.6% | +64.8% |
| All | +95.2% | +21.6% | +73.6% | +72.3% |
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