+66.2%
CART vs ABCL
+152.2%
-86.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.7% | -6.2% | +0.3% |
| 7D | +3.0% | -3.2% | +6.1% | +3.0% |
| 30D | +28.6% | -7.4% | +36.0% | +28.7% |
| 3M | +29.1% | +81.9% | -52.9% | +25.5% |
| 6M | +44.7% | +135.7% | -91.0% | +40.0% |
| YTD | +29.2% | +247.4% | -218.2% | +22.7% |
| 1Y | +66.2% | +162.3% | -96.1% | +53.7% |
| All | +66.2% | +152.2% | -86.1% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling