+111.6%
CART vs ACGL
+35.5%
+76.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +1.2% | +6.4% | -5.2% | +0.4% |
| 30D | +27.1% | +16.6% | +10.5% | +24.5% |
| 3M | +27.4% | +11.6% | +15.8% | +25.5% |
| 6M | +32.1% | +17.5% | +14.7% | +29.5% |
| YTD | +28.5% | +15.3% | +13.2% | +25.8% |
| 1Y | +58.8% | +26.3% | +32.5% | +53.8% |
| All | +111.6% | +35.5% | +76.1% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling