+155.3%
SHOP vs CART
+38.4%
+116.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | -5.4% | +3.0% | -8.4% | -6.1% |
| 30D | -10.3% | +28.6% | -38.9% | -16.1% |
| 3M | +1.0% | +29.1% | -28.1% | -5.5% |
| 6M | +41.2% | +44.7% | -3.5% | +28.3% |
| YTD | -7.5% | +29.2% | -36.7% | -14.3% |
| 1Y | -4.6% | +66.2% | -70.7% | -16.9% |
| 3Y | +146.4% | +112.8% | +33.6% | +90.2% |
| All | +155.3% | +38.4% | +116.9% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling