-14.1%
SRE vs CART
+35.2%
-49.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -3.7% |
| 7D | -7.1% | +1.2% | -8.2% | -7.0% |
| 30D | -0.2% | +27.1% | -27.3% | +0.1% |
| 3M | -4.9% | +27.4% | -32.3% | -4.5% |
| 6M | -14.1% | +32.1% | -46.2% | -13.3% |
| All | -14.1% | +35.2% | -49.3% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling