+61.0%
T vs CART
+111.7%
-50.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | -0.1% |
| 7D | +4.3% | +1.2% | +3.1% | +4.3% |
| 30D | -9.7% | +27.1% | -36.8% | -9.2% |
| 3M | -4.3% | +27.4% | -31.7% | -3.8% |
| 6M | -13.7% | +32.1% | -45.8% | -13.0% |
| YTD | -8.0% | +28.5% | -36.4% | -7.0% |
| 1Y | -6.9% | +58.8% | -65.7% | -5.9% |
| All | +61.0% | +111.7% | -50.6% | +65.2% |
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