+199.8%
TER vs CART
+14.4%
+185.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.2% |
| 7D | +0.6% | +1.0% | -0.5% | +0.8% |
| 30D | -8.3% | +12.6% | -20.9% | -6.3% |
| 3M | -12.2% | +23.1% | -35.4% | -8.8% |
| 6M | +17.0% | +39.5% | -22.5% | +23.5% |
| YTD | +84.6% | +13.5% | +71.1% | +96.0% |
| 1Y | +199.8% | +14.9% | +184.9% | +225.4% |
| All | +199.8% | +14.4% | +185.4% | +225.4% |
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