+131.4%
ADI vs CART
+39.2%
+92.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +8.0% | +8.5% |
| 7D | -4.4% | +1.5% | -5.9% | -4.6% |
| 30D | -2.8% | +22.4% | -25.2% | -5.3% |
| 3M | +1.5% | +16.5% | -15.0% | -0.7% |
| 6M | -4.7% | +44.9% | -49.6% | -9.8% |
| YTD | +46.8% | +30.0% | +16.9% | +40.7% |
| 1Y | +74.9% | +59.1% | +15.8% | +61.4% |
| 3Y | +147.4% | +138.8% | +8.6% | +112.7% |
| All | +131.4% | +39.2% | +92.2% | +104.1% |
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 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