+332.5%
TEVA vs CART
+40.2%
+292.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.9% |
| 7D | +4.4% | +1.3% | +3.1% | +4.4% |
| 30D | +9.3% | +19.2% | -9.9% | +8.6% |
| 3M | +21.9% | +17.6% | +4.3% | +21.1% |
| 6M | +22.8% | +47.4% | -24.6% | +20.9% |
| YTD | +42.6% | +30.9% | +11.7% | +41.0% |
| 1Y | +74.2% | +46.0% | +28.3% | +71.4% |
| 3Y | +404.5% | +130.3% | +274.2% | +367.4% |
| All | +332.5% | +40.2% | +292.3% | +304.7% |
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