+37.8%
SO vs CART
+21.6%
+16.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.7% |
| 7D | -0.2% | +1.0% | -1.2% | -0.2% |
| 30D | -4.6% | +12.6% | -17.2% | -4.8% |
| 3M | -3.0% | +23.1% | -26.2% | -3.4% |
| 6M | -8.3% | +39.5% | -47.8% | -8.9% |
| YTD | +3.5% | +13.5% | -10.0% | +3.2% |
| 1Y | -0.9% | +14.9% | -15.8% | -1.3% |
| All | +37.8% | +21.6% | +16.2% | +33.2% |
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 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