-8.2%
PYPL vs CART
+49.3%
-57.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | +5.7% | +19.2% | -13.5% | +2.0% |
| 3M | -1.9% | +17.6% | -19.5% | -5.2% |
| 6M | +31.8% | +47.4% | -15.5% | +21.1% |
| YTD | +2.4% | +30.9% | -28.4% | -7.0% |
| 1Y | -8.2% | +46.0% | -54.2% | -16.6% |
| All | -8.2% | +49.3% | -57.5% | -16.6% |
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