-18.8%
PYPL vs CART
+12.0%
-30.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -2.8% |
| 7D | +2.7% | +1.0% | +1.6% | +2.5% |
| 30D | -4.9% | +12.6% | -17.5% | -6.7% |
| 3M | +28.9% | +23.1% | +5.8% | +24.2% |
| 6M | +18.2% | +39.5% | -21.3% | +10.8% |
| YTD | -5.0% | +13.5% | -18.6% | -9.9% |
| All | -18.8% | +12.0% | -30.7% | -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