-9.4%
T vs CART
+47.6%
-57.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +1.6% | +1.2% | +0.5% | +1.7% |
| 30D | -2.9% | +17.8% | -20.7% | -1.8% |
| 3M | -7.5% | +20.7% | -28.2% | -6.2% |
| 6M | -9.9% | +49.7% | -59.6% | -6.8% |
| YTD | -6.4% | +30.0% | -36.5% | -2.2% |
| 1Y | -9.4% | +48.4% | -57.8% | -5.1% |
| All | -9.4% | +47.6% | -57.0% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling