-10.2%
ACN vs CART
+111.7%
-121.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.6% |
| 7D | +7.3% | +1.2% | +6.1% | +7.1% |
| 30D | +38.2% | +27.1% | +11.1% | +33.9% |
| 3M | +56.6% | +27.4% | +29.1% | +51.7% |
| 6M | +51.1% | +32.1% | +19.0% | +45.5% |
| YTD | +1.7% | +28.5% | -26.8% | -2.6% |
| 1Y | +10.1% | +58.8% | -48.7% | +3.9% |
| All | -10.2% | +111.7% | -121.9% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling