+324.2%
TEVA vs CART
+39.2%
+285.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +4.5% | +1.2% | +3.3% | +4.4% |
| 30D | +5.8% | +17.8% | -12.0% | +5.2% |
| 3M | +18.8% | +20.7% | -1.9% | +17.9% |
| 6M | +21.9% | +49.7% | -27.8% | +20.0% |
| YTD | +39.9% | +30.0% | +9.8% | +38.4% |
| 1Y | +69.0% | +48.4% | +20.6% | +66.1% |
| 3Y | +402.9% | +132.0% | +270.9% | +365.2% |
| All | +324.2% | +39.2% | +285.0% | +297.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling