+342.7%
TPR vs CART
+41.0%
+301.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +2.0% | +3.4% |
| 7D | +12.6% | +1.4% | +11.3% | +12.5% |
| 30D | +7.1% | +29.7% | -22.5% | +4.0% |
| 3M | -19.4% | +29.7% | -49.1% | -21.8% |
| 6M | -9.7% | +36.8% | -46.5% | -13.2% |
| YTD | -1.0% | +31.7% | -32.7% | -4.5% |
| 1Y | +19.3% | +62.4% | -43.1% | +11.9% |
| 3Y | +379.0% | +120.1% | +258.9% | +320.0% |
| All | +342.7% | +41.0% | +301.7% | +283.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling