+99.0%
SIMO vs CART
+49.3%
+49.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.4% |
| 7D | +4.1% | +1.3% | +2.8% | +4.5% |
| 30D | -24.0% | +19.2% | -43.1% | -19.9% |
| 3M | -31.8% | +17.6% | -49.3% | -27.8% |
| 6M | -36.9% | +47.4% | -84.2% | -31.0% |
| YTD | +84.8% | +30.9% | +53.9% | +115.9% |
| 1Y | +99.0% | +46.0% | +53.0% | +127.1% |
| All | +99.0% | +49.3% | +49.7% | +127.1% |
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