+39.6%
SW vs CART
+41.0%
-1.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +4.0% |
| 7D | +12.1% | +1.4% | +10.7% | +11.9% |
| 30D | +6.6% | +29.7% | -23.1% | +4.8% |
| 3M | -6.0% | +29.7% | -35.7% | -7.6% |
| 6M | +21.5% | +36.8% | -15.3% | +18.9% |
| YTD | +20.3% | +31.7% | -11.3% | +18.0% |
| 1Y | +28.1% | +62.4% | -34.2% | +23.1% |
| 3Y | +51.6% | +120.1% | -68.5% | +38.1% |
| All | +39.6% | +41.0% | -1.4% | +27.9% |
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 · 6 months rolling