+55.8%
TER vs CART
+48.3%
+7.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.9% |
| 7D | +24.0% | +1.2% | +22.8% | +24.3% |
| 30D | -30.6% | +17.8% | -48.4% | -27.5% |
| 3M | -34.5% | +20.7% | -55.2% | -30.8% |
| 6M | -26.4% | +49.7% | -76.1% | -17.7% |
| YTD | +36.4% | +30.0% | +6.4% | +53.0% |
| All | +55.8% | +48.3% | +7.5% | +76.0% |
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 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