-7.8%
SMR vs CART
+40.2%
-47.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +1.9% | -0.6% | +2.5% | +2.2% |
| 30D | -21.9% | +23.1% | -45.0% | -25.6% |
| 3M | -47.1% | +19.2% | -66.3% | -49.6% |
| 6M | -60.6% | +45.7% | -106.3% | -64.7% |
| YTD | -63.1% | +30.9% | -94.0% | -66.3% |
| 1Y | -80.4% | +50.2% | -130.6% | -83.0% |
| 3Y | +150.2% | +133.5% | +16.7% | +55.0% |
| All | -7.8% | +40.2% | -47.9% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling