+3.7%
SO vs CART
+61.3%
-57.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -0.7% |
| 7D | +1.7% | +1.4% | +0.4% | +1.8% |
| 30D | +11.1% | +29.7% | -18.5% | +11.2% |
| 3M | +0.7% | +29.7% | -29.0% | +0.8% |
| 6M | -1.4% | +36.8% | -38.2% | -0.9% |
| YTD | +9.4% | +31.7% | -22.2% | +9.2% |
| 1Y | +3.7% | +62.4% | -58.6% | +3.6% |
| All | +3.7% | +61.3% | -57.6% | +3.6% |
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