+72.5%
CART vs ACI
-39.4%
+111.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.5% |
| 7D | +3.0% | -2.2% | +5.2% | +3.5% |
| 30D | +28.6% | +10.3% | +18.3% | +25.5% |
| 3M | +29.1% | +7.2% | +21.9% | +26.7% |
| 6M | +44.7% | -18.0% | +62.7% | +50.5% |
| YTD | +29.2% | -22.0% | +51.2% | +36.1% |
| 1Y | +66.2% | -23.4% | +89.5% | +75.9% |
| 3Y | +112.8% | -35.8% | +148.6% | +131.6% |
| All | +72.5% | -39.4% | +111.9% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling