-25.2%
TEAM vs CART
+38.4%
-63.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.6% | -16.7% | -16.3% |
| 7D | -19.8% | +3.0% | -22.8% | -20.7% |
| 30D | -21.5% | +28.6% | -50.1% | -28.1% |
| 3M | +39.5% | +29.1% | +10.4% | +28.7% |
| 6M | +73.1% | +44.7% | +28.3% | +55.1% |
| YTD | -5.2% | +29.2% | -34.4% | -13.2% |
| 1Y | -1.6% | +66.2% | -67.7% | -14.0% |
| 3Y | -11.4% | +112.8% | -124.3% | -30.2% |
| All | -25.2% | +38.4% | -63.5% | -40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling