+331.5%
TPR vs CART
+21.6%
+309.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -2.3% | +1.0% | -3.3% | -2.4% |
| 30D | -23.0% | +12.6% | -35.6% | -24.0% |
| 3M | -12.5% | +23.1% | -35.6% | -14.6% |
| 6M | -21.4% | +39.5% | -61.0% | -24.8% |
| YTD | -3.5% | +13.5% | -17.1% | -5.3% |
| 1Y | +17.4% | +14.9% | +2.5% | +14.4% |
| All | +331.5% | +21.6% | +309.9% | +280.3% |
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