+75.6%
W vs CART
+38.4%
+37.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -3.6% | +3.0% | -6.6% | -4.3% |
| 30D | +7.0% | +28.6% | -21.6% | -0.5% |
| 3M | +7.4% | +29.1% | -21.7% | -0.6% |
| 6M | +69.3% | +44.7% | +24.6% | +51.6% |
| YTD | +11.3% | +29.2% | -17.9% | +1.8% |
| 1Y | +13.2% | +66.2% | -52.9% | -4.3% |
| 3Y | +142.0% | +112.8% | +29.2% | +63.4% |
| All | +75.6% | +38.4% | +37.3% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling