+181.5%
TER vs CART
+137.8%
+43.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -8.9% | +0.3% | -9.2% | -8.9% |
| 30D | -39.1% | +22.4% | -61.5% | -39.9% |
| 3M | -32.8% | +15.6% | -48.4% | -33.5% |
| 6M | -31.7% | +44.9% | -76.6% | -34.4% |
| YTD | +26.9% | +30.0% | -3.1% | +23.8% |
| 1Y | +33.6% | +56.6% | -23.1% | +24.7% |
| 3Y | +181.5% | +131.9% | +49.6% | +130.8% |
| All | +181.5% | +137.8% | +43.7% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling