-4.9%
SHOP vs CART
+61.3%
-66.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.6% | +5.8% | +6.9% |
| 7D | -9.0% | +1.4% | -10.4% | -9.4% |
| 30D | -4.4% | +29.7% | -34.1% | -11.9% |
| 3M | +24.1% | +29.7% | -5.6% | +14.9% |
| 6M | +20.0% | +36.8% | -16.8% | +9.3% |
| YTD | -4.9% | +31.7% | -36.6% | -17.7% |
| 1Y | -4.9% | +62.4% | -67.3% | -17.1% |
| All | -4.9% | +61.3% | -66.2% | -17.1% |
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 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