+94.2%
W vs CART
+41.0%
+53.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.6% | +9.4% | +10.6% |
| 7D | +8.4% | +1.4% | +7.0% | +7.9% |
| 30D | +16.5% | +29.7% | -13.2% | +8.0% |
| 3M | +6.4% | +29.7% | -23.3% | -1.6% |
| 6M | +90.5% | +36.8% | +53.7% | +72.7% |
| YTD | +23.1% | +31.7% | -8.6% | +11.9% |
| 1Y | +24.3% | +62.4% | -38.1% | +5.8% |
| 3Y | +149.0% | +120.1% | +28.9% | +66.6% |
| All | +94.2% | +41.0% | +53.2% | +28.6% |
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 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