-1.6%
TEAM vs CART
+60.1%
-61.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.6% | -16.7% | -16.6% |
| 7D | -19.8% | +3.0% | -22.8% | -21.6% |
| 30D | -21.5% | +28.6% | -50.1% | -35.5% |
| 3M | +39.5% | +29.1% | +10.4% | +15.6% |
| 6M | +73.1% | +44.7% | +28.3% | +34.1% |
| YTD | -5.2% | +29.2% | -34.4% | -24.0% |
| 1Y | -1.6% | +66.2% | -67.7% | -25.6% |
| All | -1.6% | +60.1% | -61.6% | -25.6% |
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