+57.5%
V vs CART
+21.6%
+36.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -1.7% | +1.0% | -2.8% | -1.8% |
| 30D | +2.0% | +12.6% | -10.7% | +1.2% |
| 3M | +17.4% | +23.1% | -5.8% | +15.8% |
| 6M | +17.5% | +39.5% | -22.0% | +14.9% |
| YTD | +7.6% | +13.5% | -6.0% | +6.6% |
| 1Y | +7.7% | +14.9% | -7.2% | +6.5% |
| All | +57.5% | +21.6% | +36.0% | +50.3% |
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 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