-85.6%
SMR vs CART
+61.3%
-146.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.0% | -4.3% |
| 7D | -9.5% | +1.4% | -10.9% | -9.4% |
| 30D | -33.2% | +29.7% | -62.9% | -31.6% |
| 3M | -45.9% | +29.7% | -75.7% | -45.1% |
| 6M | -57.9% | +36.8% | -94.7% | -57.4% |
| YTD | -63.8% | +31.7% | -95.5% | -65.4% |
| 1Y | -85.6% | +62.4% | -148.0% | -86.3% |
| All | -85.6% | +61.3% | -146.9% | -86.3% |
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