+30.1%
SPGI vs CART
+137.8%
-107.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | +16.1% | +22.4% | -6.3% | +13.3% |
| 3M | +15.5% | +15.6% | -0.2% | +13.4% |
| 6M | +19.6% | +44.9% | -25.3% | +14.3% |
| YTD | -3.6% | +30.0% | -33.6% | -7.7% |
| 1Y | +2.2% | +56.6% | -54.4% | -3.6% |
| 3Y | +30.1% | +131.9% | -101.8% | +18.5% |
| All | +30.1% | +137.8% | -107.7% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling