+46.2%
U vs CART
+40.2%
+6.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +16.9% | -0.6% | +17.5% | +17.0% |
| 30D | +6.4% | +23.1% | -16.7% | -1.4% |
| 3M | +13.2% | +19.2% | -6.0% | +5.7% |
| 6M | +84.8% | +45.7% | +39.1% | +60.0% |
| YTD | +12.4% | +30.9% | -18.5% | +0.3% |
| 1Y | +19.8% | +50.2% | -30.4% | +2.1% |
| 3Y | +83.8% | +133.5% | -49.7% | +27.5% |
| All | +46.2% | +40.2% | +6.0% | +2.7% |
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 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