-12.6%
ACN vs CART
+38.4%
-51.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | +0.9% | +3.0% | -2.1% | +0.6% |
| 30D | +33.5% | +28.6% | +5.0% | +29.8% |
| 3M | +53.5% | +29.1% | +24.4% | +49.1% |
| 6M | +52.2% | +44.7% | +7.5% | +46.1% |
| YTD | -0.1% | +29.2% | -29.3% | -3.8% |
| 1Y | +11.0% | +66.2% | -55.1% | +5.4% |
| 3Y | -11.8% | +112.8% | -124.6% | -18.1% |
| All | -12.6% | +38.4% | -51.0% | -20.6% |
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 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