-9.3%
SSPC vs CART
+41.8%
-51.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +0.6% | -12.5% | -11.5% |
| 7D | -13.9% | +1.5% | -15.4% | -12.7% |
| 30D | +14.3% | +22.4% | -8.1% | +33.0% |
| 3M | -35.2% | +16.5% | -51.7% | -29.0% |
| All | -9.3% | +41.8% | -51.0% | +48.9% |
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 · Available span rolling