+125.6%
PSX vs CART
+38.4%
+87.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -13.1% | +3.0% | -16.1% | -13.3% |
| 30D | -9.5% | +28.6% | -38.1% | -10.9% |
| 3M | +20.2% | +29.1% | -8.9% | +18.1% |
| 6M | +44.9% | +44.7% | +0.2% | +40.9% |
| YTD | +94.4% | +29.2% | +65.2% | +90.6% |
| 1Y | +83.1% | +66.2% | +16.9% | +75.4% |
| 3Y | +132.2% | +112.8% | +19.3% | +118.0% |
| All | +125.6% | +38.4% | +87.3% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling