+47.8%
U vs CART
+39.2%
+8.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.3% |
| 7D | +2.8% | +1.2% | +1.6% | +2.4% |
| 30D | +7.6% | +17.8% | -10.2% | +1.4% |
| 3M | +12.7% | +20.7% | -8.0% | +4.8% |
| 6M | +87.0% | +49.7% | +37.2% | +60.4% |
| YTD | +13.6% | +30.0% | -16.4% | +1.6% |
| 1Y | +25.3% | +48.4% | -23.1% | +7.2% |
| 3Y | +85.8% | +132.0% | -46.2% | +29.1% |
| All | +47.8% | +39.2% | +8.5% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling