-4.1%
SMR vs CART
+39.2%
-43.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +7.0% |
| 7D | +1.7% | +1.5% | +0.2% | +1.5% |
| 30D | -24.4% | +22.4% | -46.8% | -27.9% |
| 3M | -44.6% | +16.5% | -61.1% | -46.9% |
| 6M | -56.7% | +44.9% | -101.5% | -61.1% |
| YTD | -61.6% | +30.0% | -91.6% | -64.9% |
| 1Y | -82.1% | +59.1% | -141.1% | -84.7% |
| 3Y | +161.5% | +138.8% | +22.7% | +59.8% |
| All | -4.1% | +39.2% | -43.2% | -34.0% |
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