+107.2%
ROKU vs CART
+11.0%
+96.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.3% | -1.0% |
| 7D | -3.0% | -9.5% | +6.4% | -1.1% |
| 30D | +0.7% | -7.8% | +8.5% | +2.2% |
| 3M | +26.5% | +10.4% | +16.0% | +23.2% |
| 6M | +52.6% | +20.1% | +32.6% | +45.0% |
| YTD | +40.9% | +3.7% | +37.2% | +37.6% |
| 1Y | +57.6% | +2.6% | +55.1% | +53.4% |
| All | +107.2% | +11.0% | +96.1% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling