+77.8%
SPYM vs CART
+39.2%
+38.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | +3.3% | +1.2% | +2.1% | +3.2% |
| 30D | -2.6% | +17.8% | -20.4% | -4.0% |
| 3M | -1.7% | +20.7% | -22.4% | -3.4% |
| 6M | +3.1% | +49.7% | -46.6% | -0.8% |
| YTD | +12.0% | +30.0% | -18.0% | +8.8% |
| 1Y | +12.1% | +48.4% | -36.3% | +7.4% |
| 3Y | +78.5% | +132.0% | -53.4% | +62.4% |
| All | +77.8% | +39.2% | +38.5% | +62.5% |
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