-4.4%
PYPL vs CART
+39.2%
-43.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +5.9% | +22.4% | -16.6% | +2.0% |
| 3M | -0.2% | +15.6% | -15.9% | -3.1% |
| 6M | +30.3% | +44.9% | -14.6% | +21.3% |
| YTD | +1.6% | +30.0% | -28.4% | -4.3% |
| 1Y | -10.3% | +56.6% | -66.9% | -18.2% |
| 3Y | +8.5% | +131.9% | -123.4% | -9.4% |
| All | -4.4% | +39.2% | -43.6% | -19.1% |
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 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