+97.1%
SE vs CART
+37.6%
+59.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.4% | -3.3% | -5.3% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | -21.7% | +27.1% | -48.7% | -24.6% |
| 3M | -34.2% | +27.4% | -61.6% | -36.9% |
| 6M | -10.5% | +32.1% | -42.6% | -14.9% |
| YTD | -40.7% | +28.5% | -69.2% | -43.5% |
| 1Y | -52.1% | +58.8% | -110.9% | -56.1% |
| 3Y | +68.9% | +114.8% | -45.9% | +43.1% |
| All | +97.1% | +37.6% | +59.5% | +75.7% |
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