-56.9%
TE vs CART
+38.4%
-95.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | -12.6% | +3.0% | -15.6% | -13.3% |
| 30D | -36.7% | +28.6% | -65.3% | -42.2% |
| 3M | -57.5% | +29.1% | -86.5% | -61.6% |
| 6M | -55.2% | +44.7% | -99.9% | -61.8% |
| YTD | -64.7% | +29.2% | -93.9% | -68.9% |
| 1Y | -35.9% | +66.2% | -102.0% | -49.7% |
| 3Y | -31.8% | +112.8% | -144.6% | -57.1% |
| All | -56.9% | +38.4% | -95.3% | -72.0% |
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