-6.3%
SHOP vs CART
+47.6%
-53.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +2.1% | +1.2% | +0.9% | +1.8% |
| 30D | -16.8% | +17.8% | -34.6% | -21.0% |
| 3M | -2.4% | +20.7% | -23.1% | -8.0% |
| 6M | +47.0% | +49.7% | -2.7% | +31.8% |
| YTD | -8.8% | +30.0% | -38.8% | -22.3% |
| 1Y | -6.3% | +48.4% | -54.7% | -14.6% |
| All | -6.3% | +47.6% | -53.8% | -14.6% |
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