-8.0%
T vs CART
+51.1%
-59.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +1.7% | +1.5% | +0.2% | +1.8% |
| 30D | -1.7% | +22.4% | -24.1% | -0.5% |
| 3M | -7.3% | +16.5% | -23.9% | -6.3% |
| 6M | -11.2% | +44.9% | -56.1% | -8.6% |
| YTD | -8.1% | +30.0% | -38.0% | -3.5% |
| All | -8.0% | +51.1% | -59.1% | -4.0% |
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