+126.9%
PSX vs CART
+37.6%
+89.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.4% | -2.4% | -4.7% |
| 7D | -9.7% | +1.2% | -10.9% | -9.8% |
| 30D | -8.4% | +27.1% | -35.5% | -9.7% |
| 3M | +22.6% | +27.4% | -4.8% | +20.6% |
| 6M | +38.8% | +32.1% | +6.7% | +35.8% |
| YTD | +95.5% | +28.5% | +67.0% | +91.7% |
| 1Y | +87.1% | +58.8% | +28.3% | +80.0% |
| 3Y | +133.5% | +114.8% | +18.8% | +119.2% |
| All | +126.9% | +37.6% | +89.3% | +113.3% |
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