-80.9%
SMR vs CART
+51.1%
-132.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +7.1% |
| 7D | +1.7% | +1.5% | +0.2% | +1.8% |
| 30D | -24.4% | +22.4% | -46.8% | -23.0% |
| 3M | -44.6% | +16.5% | -61.1% | -43.6% |
| 6M | -56.7% | +44.9% | -101.5% | -55.7% |
| YTD | -61.6% | +30.0% | -91.6% | -64.0% |
| All | -80.9% | +51.1% | -132.0% | -80.7% |
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 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