+73.5%
CART vs ACI
-37.5%
+111.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.6% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | +22.4% | +9.5% | +12.9% | +19.7% |
| 3M | +15.6% | +10.1% | +5.6% | +12.8% |
| 6M | +44.9% | -15.4% | +60.3% | +49.5% |
| YTD | +30.0% | -19.5% | +49.5% | +35.8% |
| 1Y | +56.6% | -21.0% | +77.6% | +64.5% |
| 3Y | +131.9% | -31.2% | +163.1% | +145.8% |
| All | +73.5% | -37.5% | +111.0% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling