+72.8%
T vs CART
+40.2%
+32.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +2.5% | +1.3% | +1.3% | +2.6% |
| 30D | -3.8% | +19.2% | -22.9% | -3.6% |
| 3M | -8.7% | +17.6% | -26.3% | -8.5% |
| 6M | -8.1% | +47.4% | -55.5% | -7.7% |
| YTD | -6.4% | +30.9% | -37.3% | -5.7% |
| 1Y | -9.8% | +46.0% | -55.7% | -9.2% |
| 3Y | +65.5% | +130.3% | -64.8% | +65.7% |
| All | +72.8% | +40.2% | +32.6% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling