+23.2%
SYY vs CART
+133.8%
-110.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +1.3% | +1.2% | +0.1% | +1.3% |
| 30D | -3.5% | +17.8% | -21.3% | -3.4% |
| 3M | -9.3% | +20.7% | -30.0% | -9.2% |
| 6M | +5.9% | +49.7% | -43.8% | +6.5% |
| YTD | +6.5% | +30.0% | -23.6% | +7.4% |
| 1Y | +4.0% | +48.4% | -44.4% | +4.6% |
| All | +23.2% | +133.8% | -110.7% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling