+18.2%
TER vs CART
+60.1%
-41.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.7% |
| 7D | -20.5% | +3.0% | -23.4% | -19.9% |
| 30D | -47.0% | +28.6% | -75.6% | -43.1% |
| 3M | -43.3% | +29.1% | -72.4% | -38.8% |
| 6M | -42.9% | +44.7% | -87.6% | -36.2% |
| YTD | +12.9% | +29.2% | -16.3% | +24.2% |
| 1Y | +18.2% | +66.2% | -48.0% | +39.9% |
| All | +18.2% | +60.1% | -41.9% | +39.9% |
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 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