+72.5%
CART vs A
+59.4%
+13.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | +0.4% |
| 7D | +3.0% | -0.1% | +3.0% | +3.0% |
| 30D | +28.6% | +3.4% | +25.2% | +28.0% |
| 3M | +29.1% | +23.8% | +5.2% | +25.7% |
| 6M | +44.7% | +49.0% | -4.3% | +37.8% |
| YTD | +29.2% | +29.4% | -0.2% | +25.9% |
| 1Y | +66.2% | +19.4% | +46.8% | +64.2% |
| 3Y | +112.8% | +66.2% | +46.6% | +97.6% |
| All | +72.5% | +59.4% | +13.1% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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