+29.0%
U vs CART
+60.1%
-31.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.3% |
| 7D | +36.6% | +3.0% | +33.6% | +34.9% |
| 30D | +13.3% | +28.6% | -15.2% | +2.2% |
| 3M | +26.2% | +29.1% | -2.9% | +12.3% |
| 6M | +88.7% | +44.7% | +44.0% | +58.4% |
| YTD | +16.6% | +29.2% | -12.6% | -2.6% |
| 1Y | +29.0% | +66.2% | -37.2% | +11.3% |
| All | +29.0% | +60.1% | -31.1% | +11.3% |
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 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