+66.8%
SHEL vs CART
+135.4%
-68.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -3.9% | -0.6% | -3.3% | -3.9% |
| 30D | -3.7% | +23.1% | -26.8% | -4.8% |
| 3M | +9.1% | +19.2% | -10.1% | +7.8% |
| 6M | +16.7% | +45.7% | -29.0% | +13.5% |
| YTD | +36.8% | +30.9% | +6.0% | +34.0% |
| 1Y | +31.8% | +50.2% | -18.4% | +27.5% |
| All | +66.8% | +135.4% | -68.6% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling