+141.4%
PSX vs CART
+39.2%
+102.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +6.4% | +1.2% | +5.2% | +6.4% |
| 30D | -10.2% | +17.8% | -28.0% | -11.1% |
| 3M | +17.2% | +20.7% | -3.5% | +15.7% |
| 6M | +51.8% | +49.7% | +2.0% | +47.2% |
| YTD | +108.0% | +30.0% | +78.0% | +103.9% |
| 1Y | +96.1% | +48.4% | +47.7% | +89.8% |
| 3Y | +155.9% | +132.0% | +23.9% | +139.3% |
| All | +141.4% | +39.2% | +102.2% | +126.9% |
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