-16.1%
ACN vs CART
+39.2%
-55.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -5.7% | +1.2% | -6.9% | -5.9% |
| 30D | +17.0% | +17.8% | -0.7% | +14.8% |
| 3M | +39.9% | +20.7% | +19.2% | +36.8% |
| 6M | +50.2% | +49.7% | +0.5% | +43.8% |
| YTD | -4.2% | +30.0% | -34.2% | -7.8% |
| 1Y | +4.3% | +48.4% | -44.1% | -0.4% |
| 3Y | -17.1% | +132.0% | -149.1% | -23.0% |
| All | -16.1% | +39.2% | -55.4% | -23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling