-25.8%
TE vs CART
+61.3%
-87.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -3.5% |
| 7D | +3.8% | +1.4% | +2.4% | +3.8% |
| 30D | -26.2% | +29.7% | -55.9% | -26.9% |
| 3M | -49.7% | +29.7% | -79.4% | -50.6% |
| 6M | -46.5% | +36.8% | -83.3% | -48.7% |
| YTD | -59.1% | +31.7% | -90.8% | -58.9% |
| 1Y | -25.8% | +62.4% | -88.2% | -31.4% |
| All | -25.8% | +61.3% | -87.1% | -31.4% |
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