+104.5%
TEVA vs CART
+61.3%
+43.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | +4.7% | +1.4% | +3.3% | +4.7% |
| 30D | +5.5% | +29.7% | -24.1% | +5.2% |
| 3M | +21.6% | +29.7% | -8.2% | +21.2% |
| 6M | +18.4% | +36.8% | -18.4% | +18.2% |
| YTD | +34.1% | +31.7% | +2.4% | +34.8% |
| 1Y | +104.5% | +62.4% | +42.2% | +106.8% |
| All | +104.5% | +61.3% | +43.2% | +106.8% |
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 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