-3.7%
PYPL vs CART
+38.4%
-42.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +3.9% | +3.0% | +1.0% | +3.4% |
| 30D | +7.8% | +28.6% | -20.7% | +2.9% |
| 3M | -0.7% | +29.1% | -29.7% | -5.4% |
| 6M | +28.8% | +44.7% | -16.0% | +19.8% |
| YTD | +2.4% | +29.2% | -26.8% | -3.5% |
| 1Y | -9.6% | +66.2% | -75.7% | -18.4% |
| 3Y | +9.7% | +112.8% | -103.1% | -7.5% |
| All | -3.7% | +38.4% | -42.1% | -18.4% |
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