-14.8%
SKHY vs CART
+22.7%
-37.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.6% | -6.7% | -4.5% |
| 7D | -13.1% | +1.4% | -14.5% | -12.7% |
| 30D | -26.6% | +29.7% | -56.3% | -16.4% |
| 3M | -7.3% | +29.7% | -37.1% | +7.1% |
| All | -14.8% | +22.7% | -37.5% | -4.9% |
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 · Available span rolling