+77.5%
V vs CART
+37.6%
+39.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -3.1% |
| 7D | +2.9% | +1.2% | +1.7% | +2.9% |
| 30D | +14.0% | +27.1% | -13.1% | +12.2% |
| 3M | +14.9% | +27.4% | -12.6% | +13.0% |
| 6M | +31.7% | +32.1% | -0.4% | +29.2% |
| YTD | +21.2% | +28.5% | -7.3% | +19.0% |
| 1Y | +25.3% | +58.8% | -33.5% | +21.4% |
| 3Y | +77.5% | +114.8% | -37.3% | +67.3% |
| All | +77.5% | +37.6% | +39.9% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling