+80.2%
SAP vs CART
+38.4%
+41.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -0.7% | +3.0% | -3.6% | -1.2% |
| 30D | +11.1% | +28.6% | -17.5% | +6.4% |
| 3M | +17.0% | +29.1% | -12.0% | +11.8% |
| 6M | +34.8% | +44.7% | -9.9% | +26.4% |
| YTD | -2.2% | +29.2% | -31.4% | -7.5% |
| 1Y | -6.4% | +66.2% | -72.6% | -14.2% |
| 3Y | +75.1% | +112.8% | -37.7% | +55.7% |
| All | +80.2% | +38.4% | +41.8% | +60.0% |
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