+24.3%
W vs CART
+61.3%
-37.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.6% | +9.4% | +10.7% |
| 7D | +8.4% | +1.4% | +7.0% | +8.0% |
| 30D | +16.5% | +29.7% | -13.2% | +9.6% |
| 3M | +6.4% | +29.7% | -23.3% | -0.1% |
| 6M | +90.5% | +36.8% | +53.7% | +76.7% |
| YTD | +23.1% | +31.7% | -8.6% | +14.9% |
| 1Y | +24.3% | +62.4% | -38.1% | +3.6% |
| All | +24.3% | +61.3% | -37.1% | +3.6% |
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 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