-26.7%
ALB vs CART
+21.6%
-48.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.2% | -4.2% |
| 7D | -8.1% | +1.0% | -9.1% | -8.3% |
| 30D | +6.3% | +12.6% | -6.4% | +3.5% |
| 3M | -23.6% | +23.1% | -46.7% | -27.3% |
| 6M | -24.6% | +39.5% | -64.1% | -30.9% |
| YTD | -10.3% | +13.5% | -23.8% | -13.7% |
| 1Y | +61.5% | +14.9% | +46.6% | +53.6% |
| All | -26.7% | +21.6% | -48.3% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling