+154.3%
TER vs CART
+39.2%
+115.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.6% | +12.1% | +12.7% |
| 7D | -5.8% | +1.5% | -7.3% | -5.8% |
| 30D | -38.9% | +22.4% | -61.3% | -39.9% |
| 3M | -35.1% | +16.5% | -51.6% | -36.0% |
| 6M | -31.6% | +44.9% | -76.5% | -34.5% |
| YTD | +27.2% | +30.0% | -2.7% | +23.5% |
| 1Y | +35.2% | +59.1% | -23.9% | +25.5% |
| 3Y | +192.8% | +138.8% | +54.0% | +143.7% |
| All | +154.3% | +39.2% | +115.1% | +117.0% |
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