+1.1%
PR vs CART
+40.3%
-39.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.6% | -8.1% | -6.6% |
| 7D | -12.1% | +1.4% | -13.5% | -12.2% |
| 30D | +0.9% | +29.7% | -28.8% | -0.9% |
| 3M | +10.1% | +29.7% | -19.6% | +7.8% |
| 6M | +1.1% | +36.8% | -35.7% | -2.2% |
| All | +1.1% | +40.3% | -39.2% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling