+15.1%
TEAM vs CART
+61.3%
-46.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.7% |
| 7D | -13.7% | +1.4% | -15.1% | -14.5% |
| 30D | -3.4% | +29.7% | -33.1% | -21.1% |
| 3M | +72.1% | +29.7% | +42.4% | +41.8% |
| 6M | +103.8% | +36.8% | +67.0% | +62.4% |
| YTD | +17.1% | +31.7% | -14.5% | -6.9% |
| 1Y | +15.1% | +62.4% | -47.3% | -14.8% |
| All | +15.1% | +61.3% | -46.2% | -14.8% |
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 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