+116.8%
CART vs ABCL
+164.7%
-47.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.5% |
| 7D | +1.4% | -10.0% | +11.3% | +2.0% |
| 30D | +29.7% | -10.9% | +40.6% | +30.4% |
| 3M | +29.7% | +101.6% | -71.9% | +21.9% |
| 6M | +36.8% | +167.5% | -130.7% | +25.0% |
| YTD | +31.7% | +259.1% | -227.4% | +16.3% |
| 1Y | +62.4% | +152.2% | -89.8% | +47.4% |
| All | +116.8% | +164.7% | -47.8% | +86.8% |
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