+428.1%
ASX vs CART
+21.6%
+406.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -0.7% | +1.0% | -1.8% | -0.8% |
| 30D | +2.0% | +12.6% | -10.6% | +0.5% |
| 3M | -1.3% | +23.1% | -24.5% | -4.1% |
| 6M | +71.4% | +39.5% | +31.9% | +62.9% |
| YTD | +135.3% | +13.5% | +121.8% | +130.7% |
| 1Y | +267.5% | +14.9% | +252.6% | +257.9% |
| All | +428.1% | +21.6% | +406.5% | +362.5% |
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