+3.9%
W vs CART
+51.1%
-47.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.5% |
| 7D | +3.3% | +1.5% | +1.8% | +3.1% |
| 30D | +10.5% | +22.4% | -11.9% | +6.0% |
| 3M | +9.6% | +16.5% | -6.9% | +5.8% |
| 6M | +76.4% | +44.9% | +31.5% | +65.3% |
| YTD | +16.4% | +30.0% | -13.6% | +7.0% |
| All | +3.9% | +51.1% | -47.2% | -8.8% |
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 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