+71.5%
CART vs ACI
-37.3%
+108.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -1.5% |
| 7D | +1.2% | +3.5% | -2.3% | +0.2% |
| 30D | +27.1% | +16.8% | +10.3% | +22.2% |
| 3M | +27.4% | +13.1% | +14.3% | +23.4% |
| 6M | +32.1% | -15.6% | +47.8% | +36.5% |
| YTD | +28.5% | -19.2% | +47.7% | +34.1% |
| 1Y | +58.8% | -20.7% | +79.5% | +66.7% |
| 3Y | +114.8% | -33.4% | +148.1% | +131.5% |
| All | +71.5% | -37.3% | +108.8% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling