+59.6%
T vs CART
+112.9%
-53.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | +1.0% | +3.0% | -1.9% | +1.1% |
| 30D | -10.6% | +28.6% | -39.2% | -10.2% |
| 3M | -7.7% | +29.1% | -36.8% | -7.2% |
| 6M | -13.3% | +44.7% | -58.0% | -12.6% |
| YTD | -8.8% | +29.2% | -38.0% | -7.8% |
| 1Y | -8.4% | +66.2% | -74.6% | -7.4% |
| 3Y | +59.6% | +112.8% | -53.2% | +63.8% |
| All | +59.6% | +112.9% | -53.3% | +63.8% |
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