+33.3%
SHEL vs CART
+14.4%
+18.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.7% |
| 7D | +2.2% | +1.0% | +1.2% | +2.2% |
| 30D | +6.8% | +12.6% | -5.8% | +6.4% |
| 3M | +8.1% | +23.1% | -15.0% | +7.1% |
| 6M | +14.4% | +39.5% | -25.1% | +12.6% |
| YTD | +30.0% | +13.5% | +16.4% | +29.4% |
| 1Y | +33.3% | +14.9% | +18.5% | +31.6% |
| All | +33.3% | +14.4% | +18.9% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling