+46.0%
SO vs CART
+37.6%
+8.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +0.3% |
| 7D | +0.4% | +1.2% | -0.8% | +0.4% |
| 30D | +9.2% | +27.1% | -17.8% | +8.7% |
| 3M | +1.1% | +27.4% | -26.3% | +0.5% |
| 6M | -1.1% | +32.1% | -33.2% | -1.6% |
| YTD | +9.7% | +28.5% | -18.8% | +9.0% |
| 1Y | +5.5% | +58.8% | -53.3% | +4.2% |
| 3Y | +47.0% | +114.8% | -67.7% | +41.1% |
| All | +46.0% | +37.6% | +8.4% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling