+76.3%
SPY vs CART
+39.2%
+37.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | +0.1% | +1.5% | -1.4% | 0.0% |
| 30D | -3.3% | +22.4% | -25.7% | -5.1% |
| 3M | -2.4% | +16.5% | -18.9% | -3.9% |
| 6M | +2.6% | +44.9% | -42.3% | -1.1% |
| YTD | +11.2% | +30.0% | -18.7% | +8.1% |
| 1Y | +13.4% | +59.1% | -45.7% | +7.7% |
| 3Y | +79.9% | +138.8% | -58.9% | +63.2% |
| All | +76.3% | +39.2% | +37.1% | +61.0% |
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