+8.6%
ALB vs CART
+61.3%
-52.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.6% | +3.7% | +5.2% |
| 7D | -2.1% | +1.4% | -3.4% | -2.1% |
| 30D | -9.0% | +29.7% | -38.7% | -9.8% |
| 3M | -21.1% | +29.7% | -50.9% | -22.1% |
| 6M | -49.9% | +36.8% | -86.7% | -50.6% |
| YTD | -32.3% | +31.7% | -63.9% | -29.6% |
| 1Y | +8.6% | +62.4% | -53.8% | -3.8% |
| All | +8.6% | +61.3% | -52.7% | -3.8% |
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