+100.5%
SIMO vs CART
+61.3%
+39.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.6% | -11.1% | -9.1% |
| 7D | -16.9% | +1.4% | -18.2% | -16.5% |
| 30D | -35.4% | +29.7% | -65.0% | -30.2% |
| 3M | -31.9% | +29.7% | -61.6% | -26.3% |
| 6M | -19.3% | +36.8% | -56.1% | -11.8% |
| YTD | +98.5% | +31.7% | +66.8% | +126.0% |
| 1Y | +100.5% | +62.4% | +38.1% | +120.9% |
| All | +100.5% | +61.3% | +39.2% | +120.9% |
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