+85.2%
SAP vs CART
+41.0%
+44.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.7% | +4.0% |
| 7D | +1.3% | +1.4% | -0.1% | +1.1% |
| 30D | +15.5% | +29.7% | -14.1% | +10.5% |
| 3M | +22.8% | +29.7% | -6.9% | +17.2% |
| 6M | +42.5% | +36.8% | +5.7% | +34.5% |
| YTD | +0.5% | +31.7% | -31.1% | -5.2% |
| 1Y | -5.9% | +62.4% | -68.3% | -13.6% |
| 3Y | +79.5% | +120.1% | -40.5% | +59.1% |
| All | +85.2% | +41.0% | +44.2% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling