+116.8%
CART vs ACI
-30.9%
+147.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -2.0% | +0.6% |
| 7D | +1.4% | +4.5% | -3.1% | +0.1% |
| 30D | +29.7% | +20.9% | +8.8% | +23.6% |
| 3M | +29.7% | +15.2% | +14.5% | +25.0% |
| 6M | +36.8% | -13.3% | +50.1% | +40.3% |
| YTD | +31.7% | -16.2% | +47.9% | +36.1% |
| 1Y | +62.4% | -16.9% | +79.3% | +68.3% |
| All | +116.8% | -30.9% | +147.7% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling