+258.1%
TEVA vs CART
+11.0%
+247.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.1% | +0.3% |
| 7D | -1.7% | -9.5% | +7.8% | -1.4% |
| 30D | +2.0% | -7.8% | +9.7% | +2.2% |
| 3M | +7.0% | +10.4% | -3.5% | +6.5% |
| 6M | +17.0% | +20.1% | -3.1% | +16.0% |
| YTD | +18.1% | +3.7% | +14.4% | +17.8% |
| 1Y | +87.2% | +2.6% | +84.7% | +86.8% |
| All | +258.1% | +11.0% | +247.1% | +238.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling