-45.3%
TE vs CART
+49.3%
-94.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.0% |
| 7D | -19.1% | +1.3% | -20.4% | -19.0% |
| 30D | -34.1% | +19.2% | -53.3% | -34.3% |
| 3M | -60.1% | +17.6% | -77.7% | -60.2% |
| 6M | -66.0% | +47.4% | -113.3% | -67.1% |
| YTD | -71.4% | +30.9% | -102.3% | -70.7% |
| 1Y | -45.3% | +46.0% | -91.2% | -50.6% |
| All | -45.3% | +49.3% | -94.5% | -50.6% |
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