+68.8%
XYZ vs CART
+37.6%
+31.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.6% |
| 7D | +9.2% | +1.2% | +8.0% | +9.0% |
| 30D | +9.8% | +27.1% | -17.3% | +4.7% |
| 3M | -0.2% | +27.4% | -27.6% | -5.0% |
| 6M | +18.0% | +32.1% | -14.2% | +11.2% |
| YTD | +29.1% | +28.5% | +0.6% | +21.5% |
| 1Y | +14.1% | +58.8% | -44.7% | +3.8% |
| 3Y | +72.6% | +114.8% | -42.1% | +39.6% |
| All | +68.8% | +37.6% | +31.2% | +40.8% |
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 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