+73.0%
SIMO vs CART
+60.1%
+12.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.3% |
| 7D | -22.0% | +3.0% | -25.0% | -21.3% |
| 30D | -43.0% | +28.6% | -71.6% | -38.5% |
| 3M | -39.1% | +29.1% | -68.2% | -34.2% |
| 6M | -33.3% | +44.7% | -78.0% | -26.9% |
| YTD | +77.0% | +29.2% | +47.8% | +100.1% |
| 1Y | +73.0% | +66.2% | +6.9% | +89.7% |
| All | +73.0% | +60.1% | +12.9% | +89.7% |
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