+3.7%
U vs CART
+14.4%
-10.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | -3.8% | +1.0% | -4.9% | -4.2% |
| 30D | +17.5% | +12.6% | +4.8% | +11.9% |
| 3M | +38.7% | +23.1% | +15.6% | +27.3% |
| 6M | +104.4% | +39.5% | +64.9% | +77.9% |
| YTD | -5.7% | +13.5% | -19.2% | -14.3% |
| 1Y | +3.7% | +14.9% | -11.2% | -7.6% |
| All | +3.7% | +14.4% | -10.7% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling