+431.0%
SIMO vs CART
+21.6%
+409.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.3% | +10.0% | +8.8% |
| 7D | +4.2% | +1.0% | +3.2% | +4.2% |
| 30D | +4.1% | +12.6% | -8.5% | +3.1% |
| 3M | -12.9% | +23.1% | -36.0% | -14.7% |
| 6M | +110.3% | +39.5% | +70.8% | +101.6% |
| YTD | +178.6% | +13.5% | +165.0% | +174.8% |
| 1Y | +220.0% | +14.9% | +205.1% | +213.6% |
| All | +431.0% | +21.6% | +409.4% | +381.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling