+146.4%
SHOP vs CART
+37.6%
+108.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.4% | -3.6% | -5.5% |
| 7D | -13.9% | +1.2% | -15.1% | -14.1% |
| 30D | -12.6% | +27.1% | -39.7% | -18.0% |
| 3M | -0.3% | +27.4% | -27.8% | -6.4% |
| 6M | +33.6% | +32.1% | +1.4% | +23.9% |
| YTD | -10.7% | +28.5% | -39.2% | -17.1% |
| 1Y | -11.8% | +58.8% | -70.6% | -22.4% |
| 3Y | +133.9% | +114.8% | +19.1% | +79.5% |
| All | +146.4% | +37.6% | +108.8% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling