+29.3%
V vs CART
+61.3%
-32.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.3% | +3.7% |
| 7D | +9.0% | +1.4% | +7.6% | +8.9% |
| 30D | +18.1% | +29.7% | -11.6% | +15.7% |
| 3M | +18.3% | +29.7% | -11.4% | +16.1% |
| 6M | +34.1% | +36.8% | -2.7% | +31.0% |
| YTD | +25.2% | +31.7% | -6.4% | +25.4% |
| 1Y | +29.3% | +62.4% | -33.1% | +26.4% |
| All | +29.3% | +61.3% | -32.0% | +26.4% |
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