-10.4%
SMR vs CART
+38.4%
-48.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +0.6% | +15.7% | +16.1% |
| 7D | -9.6% | +3.0% | -12.6% | -10.1% |
| 30D | -33.8% | +28.6% | -62.3% | -37.6% |
| 3M | -46.4% | +29.1% | -75.4% | -50.0% |
| 6M | -62.4% | +44.7% | -107.1% | -66.3% |
| YTD | -64.1% | +29.2% | -93.4% | -67.1% |
| 1Y | -84.3% | +66.2% | -150.5% | -86.9% |
| 3Y | +55.8% | +112.8% | -57.0% | +2.7% |
| All | -10.4% | +38.4% | -48.8% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling