+318.4%
ASX vs CART
+37.6%
+280.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.4% | -18.4% | -20.5% |
| 7D | -33.3% | +1.2% | -34.5% | -33.3% |
| 30D | -36.5% | +27.1% | -63.6% | -37.9% |
| 3M | -19.2% | +27.4% | -46.6% | -21.4% |
| 6M | -10.2% | +32.1% | -42.4% | -13.4% |
| YTD | +86.5% | +28.5% | +58.0% | +80.5% |
| 1Y | +89.6% | +58.8% | +30.8% | +76.1% |
| 3Y | +298.6% | +114.8% | +183.8% | +245.7% |
| All | +318.4% | +37.6% | +280.8% | +261.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling