+61.5%
ALB vs CART
+14.4%
+47.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.2% | -4.3% |
| 7D | -8.1% | +1.0% | -9.1% | -8.2% |
| 30D | +6.3% | +12.6% | -6.4% | +4.8% |
| 3M | -23.6% | +23.1% | -46.7% | -25.7% |
| 6M | -24.6% | +39.5% | -64.1% | -29.0% |
| YTD | -10.3% | +13.5% | -23.8% | -8.9% |
| 1Y | +61.5% | +14.9% | +46.6% | +56.1% |
| All | +61.5% | +14.4% | +47.0% | +56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling