-19.0%
PYPL vs CART
+14.4%
-33.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.1% |
| 7D | +2.4% | +1.0% | +1.4% | +2.3% |
| 30D | -5.1% | +12.6% | -17.7% | -6.9% |
| 3M | +28.6% | +23.1% | +5.4% | +23.9% |
| 6M | +17.9% | +39.5% | -21.6% | +10.5% |
| YTD | -5.3% | +13.5% | -18.8% | -10.1% |
| 1Y | -19.0% | +14.9% | -33.9% | -25.1% |
| All | -19.0% | +14.4% | -33.5% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling