-2.4%
PYPL vs CART
+39.2%
-41.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +2.2% | +1.5% | +0.6% | +1.9% |
| 30D | +8.1% | +22.4% | -14.3% | +4.2% |
| 3M | +1.9% | +16.5% | -14.6% | -1.1% |
| 6M | +33.1% | +44.9% | -11.8% | +23.9% |
| YTD | +3.8% | +30.0% | -26.2% | -2.2% |
| 1Y | -8.3% | +59.1% | -67.4% | -16.6% |
| 3Y | +11.9% | +138.8% | -126.9% | -7.0% |
| All | -2.4% | +39.2% | -41.6% | -17.3% |
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 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