+238.7%
SPOT vs CART
+21.6%
+217.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.0% |
| 7D | -0.9% | +1.0% | -2.0% | -1.1% |
| 30D | +12.5% | +12.6% | -0.1% | +10.7% |
| 3M | +9.9% | +23.1% | -13.2% | +6.8% |
| 6M | +1.6% | +39.5% | -38.0% | -3.2% |
| YTD | -6.6% | +13.5% | -20.1% | -8.9% |
| 1Y | -22.9% | +14.9% | -37.8% | -25.2% |
| All | +238.7% | +21.6% | +217.1% | +214.3% |
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 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