-71.4%
SMR vs CART
+12.0%
-83.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.6% |
| 7D | +4.4% | +1.0% | +3.4% | +4.5% |
| 30D | +3.4% | +12.6% | -9.2% | +4.3% |
| 3M | -19.2% | +23.1% | -42.3% | -17.8% |
| 6M | -22.6% | +39.5% | -62.2% | -19.4% |
| YTD | -31.5% | +13.5% | -45.1% | -34.3% |
| All | -71.4% | +12.0% | -83.4% | -72.7% |
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