+23.1%
SYY vs CART
+14.3%
+8.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | -0.3% |
| 7D | -2.8% | -4.1% | +1.3% | -2.8% |
| 30D | -5.3% | -4.3% | -1.0% | -5.3% |
| 3M | +5.1% | +13.1% | -8.0% | +5.1% |
| 6M | -5.0% | +26.0% | -31.0% | -5.0% |
| YTD | +10.7% | +6.7% | +4.0% | +11.2% |
| 1Y | +0.7% | +6.3% | -5.6% | +0.9% |
| All | +23.1% | +14.3% | +8.8% | +21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling