+71.5%
CART vs A
+56.6%
+14.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -2.1% |
| 7D | +1.2% | -5.2% | +6.4% | +1.8% |
| 30D | +27.1% | +1.4% | +25.6% | +26.9% |
| 3M | +27.4% | +21.9% | +5.5% | +24.4% |
| 6M | +32.1% | +46.7% | -14.5% | +26.0% |
| YTD | +28.5% | +27.2% | +1.3% | +25.4% |
| 1Y | +58.8% | +17.9% | +40.9% | +57.1% |
| 3Y | +114.8% | +61.1% | +53.6% | +99.6% |
| All | +71.5% | +56.6% | +14.8% | +60.1% |
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