+145.4%
ASX vs CART
+49.3%
+96.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | +12.4% | +1.3% | +11.1% | +12.5% |
| 30D | -19.8% | +19.2% | -39.0% | -17.7% |
| 3M | -10.3% | +17.6% | -27.9% | -7.9% |
| 6M | +1.2% | +47.4% | -46.1% | +7.0% |
| YTD | +123.0% | +30.9% | +92.1% | +134.6% |
| 1Y | +145.4% | +46.0% | +99.5% | +162.6% |
| All | +145.4% | +49.3% | +96.2% | +162.6% |
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