+12.8%
AGG vs CART
+39.2%
-26.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.6% |
| 7D | -1.4% | +1.2% | -2.6% | -1.5% |
| 30D | +0.9% | +17.8% | -16.9% | +0.8% |
| 3M | -1.2% | +20.7% | -21.9% | -1.3% |
| 6M | -1.4% | +49.7% | -51.2% | -1.6% |
| YTD | -1.4% | +30.0% | -31.4% | -1.6% |
| 1Y | -1.3% | +48.4% | -49.7% | -1.5% |
| 3Y | +13.8% | +132.0% | -118.2% | +11.9% |
| All | +12.8% | +39.2% | -26.5% | +11.2% |
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