+269.1%
TER vs CART
+21.6%
+247.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.7% | +5.6% |
| 7D | +0.6% | +1.0% | -0.4% | +0.5% |
| 30D | -8.3% | +12.6% | -20.9% | -9.6% |
| 3M | -12.2% | +23.1% | -35.3% | -14.5% |
| 6M | +17.1% | +39.5% | -22.5% | +11.0% |
| YTD | +84.7% | +13.5% | +71.1% | +81.3% |
| 1Y | +199.9% | +14.9% | +185.1% | +192.4% |
| All | +269.1% | +21.6% | +247.5% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling