+282.5%
SPOT vs CART
+40.2%
+242.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | +1.6% | +1.3% | +0.3% | +1.4% |
| 30D | +16.9% | +19.2% | -2.2% | +13.9% |
| 3M | +23.0% | +17.6% | +5.4% | +19.9% |
| 6M | +42.2% | +47.4% | -5.2% | +34.3% |
| YTD | +5.5% | +30.9% | -25.4% | +0.7% |
| 1Y | -5.1% | +46.0% | -51.0% | -10.7% |
| 3Y | +257.9% | +130.3% | +127.6% | +232.3% |
| All | +282.5% | +40.2% | +242.3% | +247.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling