-23.2%
SPCX vs CART
+38.3%
-61.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.4% | -6.6% | -7.9% |
| 7D | -14.1% | +1.2% | -15.3% | -14.4% |
| 30D | -28.1% | +27.1% | -55.2% | -37.0% |
| 3M | +14.2% | +27.4% | -13.3% | -5.7% |
| All | -23.2% | +38.3% | -61.5% | -45.1% |
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 · Available span rolling