+76.9%
W vs CART
+39.2%
+37.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | +6.4% | +22.4% | -16.0% | +0.3% |
| 3M | +9.0% | +15.6% | -6.7% | +4.2% |
| 6M | +69.8% | +44.9% | +24.9% | +52.1% |
| YTD | +12.1% | +30.0% | -17.9% | +2.3% |
| 1Y | 0.0% | +56.6% | -56.6% | -13.9% |
| 3Y | +160.3% | +131.9% | +28.4% | +72.1% |
| All | +76.9% | +39.2% | +37.6% | +17.6% |
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 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