+276.5%
SPOT vs CART
+38.4%
+238.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -1.9% |
| 7D | +1.6% | +3.0% | -1.3% | +1.2% |
| 30D | +17.6% | +28.6% | -11.0% | +13.3% |
| 3M | +26.9% | +29.1% | -2.1% | +22.2% |
| 6M | +41.8% | +44.7% | -2.9% | +34.2% |
| YTD | +3.8% | +29.2% | -25.4% | -0.8% |
| 1Y | -2.5% | +66.2% | -68.6% | -9.6% |
| 3Y | +260.6% | +112.8% | +147.7% | +236.3% |
| All | +276.5% | +38.4% | +238.1% | +242.3% |
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