-16.1%
TE vs CART
+21.6%
-37.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.8% |
| 7D | -4.0% | +1.0% | -5.0% | -4.3% |
| 30D | -15.9% | +12.6% | -28.5% | -19.8% |
| 3M | -60.5% | +23.1% | -83.7% | -63.9% |
| 6M | -35.2% | +39.5% | -74.7% | -44.5% |
| YTD | -31.1% | +13.5% | -44.7% | -36.2% |
| 1Y | +148.6% | +14.9% | +133.8% | +126.2% |
| All | -16.1% | +21.6% | -37.7% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling