+79.5%
PR vs CART
+37.6%
+41.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.4% | -4.6% |
| 7D | -16.5% | +1.2% | -17.7% | -16.7% |
| 30D | -4.5% | +27.1% | -31.6% | -7.4% |
| 3M | +8.5% | +27.4% | -18.9% | +5.0% |
| 6M | -3.3% | +32.1% | -35.5% | -7.3% |
| YTD | +55.7% | +28.5% | +27.2% | +49.6% |
| 1Y | +82.0% | +58.8% | +23.2% | +68.7% |
| 3Y | +62.5% | +114.8% | -52.3% | +39.8% |
| All | +79.5% | +37.6% | +41.9% | +55.7% |
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