+62.4%
CART vs ACGL
+28.7%
+33.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.1% |
| 7D | +1.4% | +8.0% | -6.6% | 0.0% |
| 30D | +29.7% | +17.3% | +12.4% | +25.8% |
| 3M | +29.7% | +11.2% | +18.5% | +26.9% |
| 6M | +36.8% | +18.2% | +18.6% | +33.5% |
| YTD | +31.7% | +15.4% | +16.3% | +26.1% |
| 1Y | +62.4% | +26.5% | +35.8% | +37.7% |
| All | +62.4% | +28.7% | +33.7% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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