+78.2%
W vs CART
+37.6%
+40.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.4% | -5.8% | -7.6% |
| 7D | -5.6% | +1.2% | -6.8% | -5.8% |
| 30D | +7.5% | +27.1% | -19.6% | +0.3% |
| 3M | +5.4% | +27.4% | -22.0% | -2.1% |
| 6M | +79.4% | +32.1% | +47.3% | +64.3% |
| YTD | +12.9% | +28.5% | -15.6% | +3.4% |
| 1Y | +12.4% | +58.8% | -46.4% | -3.7% |
| 3Y | +128.5% | +114.8% | +13.7% | +54.0% |
| All | +78.2% | +37.6% | +40.6% | +18.9% |
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