-7.9%
SMR vs CART
+39.2%
-47.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.0% |
| 7D | -2.8% | +0.3% | -3.1% | -2.8% |
| 30D | -27.5% | +22.4% | -49.9% | -30.8% |
| 3M | -43.1% | +15.6% | -58.8% | -45.4% |
| 6M | -58.4% | +44.9% | -103.3% | -62.7% |
| YTD | -63.2% | +30.0% | -93.2% | -66.3% |
| 1Y | -81.6% | +56.6% | -138.3% | -84.3% |
| 3Y | +149.8% | +131.9% | +17.8% | +54.9% |
| All | -7.9% | +39.2% | -47.2% | -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