+56.3%
W vs CART
+21.6%
+34.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.9% |
| 7D | -4.2% | +1.0% | -5.2% | -4.5% |
| 30D | -7.6% | +12.6% | -20.2% | -10.8% |
| 3M | +37.2% | +23.1% | +14.0% | +29.3% |
| 6M | +26.3% | +39.5% | -13.2% | +13.7% |
| YTD | -1.0% | +13.5% | -14.5% | -5.7% |
| 1Y | +20.1% | +14.9% | +5.2% | +12.9% |
| All | +56.3% | +21.6% | +34.7% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling