+257.2%
TEVA vs CART
+14.3%
+243.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +1.3% |
| 7D | +1.6% | -4.1% | +5.7% | +1.7% |
| 30D | +4.0% | -4.3% | +8.3% | +4.1% |
| 3M | +10.5% | +13.1% | -2.6% | +10.0% |
| 6M | +18.4% | +26.0% | -7.6% | +17.2% |
| YTD | +17.8% | +6.7% | +11.1% | +17.4% |
| 1Y | +90.5% | +6.3% | +84.2% | +89.8% |
| All | +257.2% | +14.3% | +243.0% | +237.0% |
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