+33.9%
TER vs CART
+51.1%
-17.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.6% | +12.1% | +12.9% |
| 7D | -5.8% | +1.5% | -7.3% | -5.5% |
| 30D | -38.9% | +22.4% | -61.3% | -35.3% |
| 3M | -35.1% | +16.5% | -51.6% | -31.9% |
| 6M | -31.6% | +44.9% | -76.5% | -23.5% |
| YTD | +27.2% | +30.0% | -2.7% | +40.4% |
| All | +33.9% | +51.1% | -17.2% | +56.1% |
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