+111.6%
CART vs ABCL
+139.9%
-28.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.4% | +7.0% | -1.8% |
| 7D | +1.2% | -14.9% | +16.1% | +2.2% |
| 30D | +27.1% | -15.4% | +42.5% | +28.3% |
| 3M | +27.4% | +88.0% | -60.6% | +20.3% |
| 6M | +32.1% | +138.8% | -106.7% | +21.6% |
| YTD | +28.5% | +225.4% | -197.0% | +14.2% |
| 1Y | +58.8% | +137.3% | -78.5% | +44.7% |
| All | +111.6% | +139.9% | -28.3% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling