+53.4%
ROKU vs CART
+61.3%
-7.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.3% |
| 7D | +4.8% | +1.4% | +3.4% | +4.6% |
| 30D | +6.1% | +29.7% | -23.6% | +2.0% |
| 3M | +10.5% | +29.7% | -19.2% | +6.0% |
| 6M | +29.2% | +36.8% | -7.6% | +22.3% |
| YTD | +50.0% | +31.7% | +18.4% | +35.2% |
| 1Y | +53.4% | +62.4% | -9.0% | +39.2% |
| All | +53.4% | +61.3% | -7.9% | +39.2% |
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