+47.9%
SO vs CART
+112.9%
-65.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.1% |
| 7D | -1.5% | +3.0% | -4.4% | -1.5% |
| 30D | +8.1% | +28.6% | -20.5% | +7.6% |
| 3M | +0.2% | +29.1% | -28.9% | -0.2% |
| 6M | +0.4% | +44.7% | -44.3% | -0.2% |
| YTD | +8.5% | +29.2% | -20.7% | +8.1% |
| 1Y | +4.9% | +66.2% | -61.2% | +3.9% |
| 3Y | +47.9% | +112.8% | -64.9% | +42.2% |
| All | +47.9% | +112.9% | -65.0% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling