-13.3%
ACN vs CART
+39.2%
-52.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +24.6% | +22.4% | +2.2% | +21.8% |
| 3M | +46.2% | +15.6% | +30.5% | +43.5% |
| 6M | +46.2% | +44.9% | +1.3% | +40.4% |
| YTD | -0.9% | +30.0% | -30.9% | -4.6% |
| 1Y | +8.8% | +56.6% | -47.9% | +3.6% |
| 3Y | -14.3% | +131.9% | -146.2% | -20.3% |
| All | -13.3% | +39.2% | -52.5% | -21.3% |
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 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