+43.7%
U vs CART
+37.6%
+6.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.4% | +17.3% | +15.7% |
| 7D | +24.3% | +1.2% | +23.1% | +23.7% |
| 30D | +8.6% | +27.1% | -18.5% | -0.4% |
| 3M | +37.6% | +27.4% | +10.1% | +25.3% |
| 6M | +78.5% | +32.1% | +46.4% | +59.6% |
| YTD | +10.5% | +28.5% | -18.0% | -0.8% |
| 1Y | +15.2% | +58.8% | -43.6% | -3.6% |
| 3Y | +76.6% | +114.8% | -38.2% | +24.5% |
| All | +43.7% | +37.6% | +6.1% | +1.6% |
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 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