+14.1%
XYZ vs CART
+57.6%
-43.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.5% |
| 7D | +9.2% | +1.2% | +8.0% | +9.0% |
| 30D | +9.8% | +27.1% | -17.3% | +2.6% |
| 3M | -0.2% | +27.4% | -27.6% | -6.9% |
| 6M | +18.0% | +32.1% | -14.2% | +8.0% |
| YTD | +29.1% | +28.5% | +0.6% | +13.6% |
| 1Y | +14.1% | +58.8% | -44.7% | -0.4% |
| All | +14.1% | +57.6% | -43.5% | -0.4% |
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