-7.7%
TEAM vs CART
+21.6%
-29.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.4% | -2.2% |
| 7D | -0.4% | +1.0% | -1.5% | -0.8% |
| 30D | +67.3% | +12.6% | +54.7% | +62.1% |
| 3M | +86.8% | +23.1% | +63.7% | +76.9% |
| 6M | +146.8% | +39.5% | +107.3% | +127.4% |
| YTD | +16.9% | +13.5% | +3.4% | +12.1% |
| 1Y | +12.8% | +14.9% | -2.1% | +7.4% |
| All | -7.7% | +21.6% | -29.3% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling