-81.4%
SMR vs CART
+47.6%
-129.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.7% | -7.2% | -7.9% |
| 7D | +10.3% | +1.2% | +9.1% | +10.4% |
| 30D | -25.7% | +17.8% | -43.5% | -24.8% |
| 3M | -49.7% | +20.7% | -70.4% | -49.0% |
| 6M | -59.8% | +49.7% | -109.6% | -59.3% |
| YTD | -66.0% | +30.0% | -96.0% | -67.9% |
| 1Y | -81.4% | +48.4% | -129.8% | -83.1% |
| All | -81.4% | +47.6% | -129.0% | -83.1% |
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