+5.2%
SSPC vs CART
+43.6%
-38.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.6% | +6.2% | +8.8% |
| 7D | +11.8% | +1.4% | +10.4% | +13.1% |
| 30D | +44.7% | +29.7% | +15.1% | +76.3% |
| 3M | -40.7% | +29.7% | -70.4% | -16.5% |
| All | +5.2% | +43.6% | -38.4% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling