+51.5%
CART vs A
+37.4%
+14.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.3% |
| 7D | +1.0% | -1.9% | +3.0% | +1.3% |
| 30D | +12.6% | +6.9% | +5.7% | +11.7% |
| 3M | +23.1% | +9.2% | +13.9% | +21.8% |
| 6M | +39.5% | +25.7% | +13.9% | +35.6% |
| YTD | +13.5% | +11.5% | +2.0% | +12.7% |
| 1Y | +14.9% | +18.4% | -3.5% | +12.1% |
| All | +51.5% | +37.4% | +14.2% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling