-84.3%
SMR vs CART
+60.1%
-144.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +0.6% | +15.7% | +16.3% |
| 7D | -9.6% | +3.0% | -12.6% | -9.3% |
| 30D | -33.8% | +28.6% | -62.3% | -31.7% |
| 3M | -46.4% | +29.1% | -75.4% | -45.0% |
| 6M | -62.4% | +44.7% | -107.1% | -61.2% |
| YTD | -64.1% | +29.2% | -93.4% | -66.6% |
| 1Y | -84.3% | +66.2% | -150.5% | -83.1% |
| All | -84.3% | +60.1% | -144.4% | -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