-13.7%
ALB vs CART
+111.7%
-125.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +4.0% |
| 7D | +5.5% | +1.2% | +4.3% | +5.2% |
| 30D | -7.5% | +27.1% | -34.6% | -11.9% |
| 3M | -16.9% | +27.4% | -44.4% | -21.3% |
| 6M | -49.2% | +32.1% | -81.3% | -52.6% |
| YTD | -29.9% | +28.5% | -58.3% | -34.4% |
| 1Y | +8.2% | +58.8% | -50.6% | -4.6% |
| All | -13.7% | +111.7% | -125.4% | -38.2% |
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 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