+21.7%
SYY vs CART
+39.2%
-17.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +2.0% |
| 7D | -4.1% | +1.5% | -5.6% | -4.1% |
| 30D | +0.3% | +22.4% | -22.1% | +0.2% |
| 3M | -6.3% | +16.5% | -22.9% | -6.4% |
| 6M | +9.7% | +44.9% | -35.2% | +9.6% |
| YTD | +9.4% | +30.0% | -20.5% | +9.8% |
| 1Y | +7.3% | +59.1% | -51.8% | +6.8% |
| 3Y | +27.6% | +138.8% | -111.2% | +22.3% |
| All | +21.7% | +39.2% | -17.5% | +20.3% |
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 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