-64.8%
SPCH vs CART
+40.9%
-105.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +0.6% | +16.3% | +16.4% |
| 7D | -3.0% | +3.0% | -6.0% | -4.5% |
| 30D | -39.8% | +28.6% | -68.4% | -51.2% |
| 3M | +16.8% | +29.1% | -12.2% | -13.9% |
| All | -64.8% | +40.9% | -105.7% | -77.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling