+159.3%
SPMO vs CART
+21.6%
+137.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.8% | +1.7% |
| 7D | +2.0% | +1.0% | +1.0% | +1.9% |
| 30D | -0.4% | +12.6% | -13.0% | -1.6% |
| 3M | -1.9% | +23.1% | -25.0% | -4.2% |
| 6M | +25.0% | +39.5% | -14.5% | +19.9% |
| YTD | +26.0% | +13.5% | +12.5% | +23.7% |
| 1Y | +28.7% | +14.9% | +13.8% | +25.7% |
| All | +159.3% | +21.6% | +137.7% | +138.2% |
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