+87.9%
SAP vs CART
+37.6%
+50.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.8% |
| 7D | +4.0% | +1.2% | +2.9% | +3.8% |
| 30D | +15.7% | +27.1% | -11.4% | +11.0% |
| 3M | +23.4% | +27.4% | -4.0% | +18.2% |
| 6M | +41.3% | +32.1% | +9.1% | +34.1% |
| YTD | +2.0% | +28.5% | -26.5% | -3.4% |
| 1Y | -5.1% | +58.8% | -63.9% | -12.5% |
| 3Y | +82.1% | +114.8% | -32.6% | +62.0% |
| All | +87.9% | +37.6% | +50.3% | +67.1% |
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 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