+88.7%
PR vs CART
+41.0%
+47.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.6% | -8.1% | -6.7% |
| 7D | -12.1% | +1.4% | -13.5% | -12.3% |
| 30D | +0.9% | +29.7% | -28.8% | -2.4% |
| 3M | +10.1% | +29.7% | -19.6% | +6.3% |
| 6M | +1.1% | +36.8% | -35.7% | -3.4% |
| YTD | +63.7% | +31.7% | +32.0% | +56.8% |
| 1Y | +87.0% | +62.4% | +24.6% | +72.8% |
| 3Y | +70.7% | +120.1% | -49.3% | +46.5% |
| All | +88.7% | +41.0% | +47.7% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling