+501.7%
SPCX vs CART
+76.9%
+424.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +4.5% |
| 7D | +4.2% | +1.5% | +2.7% | +1.0% |
| 30D | -12.6% | +22.4% | -35.0% | -49.6% |
| 3M | +6.7% | +16.5% | -9.8% | -36.9% |
| 6M | +451.2% | +60.6% | +390.6% | +69.1% |
| YTD | +451.2% | +60.6% | +390.6% | +69.1% |
| 1Y | +451.2% | +60.6% | +390.6% | +69.1% |
| All | +501.7% | +76.9% | +424.9% | +86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling