+143.3%
PSX vs CART
+40.2%
+103.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +7.8% | +1.3% | +6.5% | +7.7% |
| 30D | -10.9% | +19.2% | -30.1% | -11.8% |
| 3M | +14.5% | +17.6% | -3.1% | +13.3% |
| 6M | +56.1% | +47.4% | +8.8% | +51.7% |
| YTD | +109.6% | +30.9% | +78.7% | +105.3% |
| 1Y | +95.5% | +46.0% | +49.5% | +89.6% |
| 3Y | +156.2% | +130.3% | +25.9% | +139.7% |
| All | +143.3% | +40.2% | +103.1% | +128.5% |
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