+73.5%
CART vs ACM
-14.0%
+87.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | -0.9% |
| 7D | +1.5% | +6.9% | -5.4% | -0.5% |
| 30D | +22.4% | +19.1% | +3.3% | +16.3% |
| 3M | +16.5% | -6.9% | +23.5% | +18.4% |
| 6M | +44.9% | -12.0% | +56.9% | +48.6% |
| YTD | +30.0% | -25.1% | +55.1% | +37.7% |
| 1Y | +59.1% | -45.4% | +104.5% | +84.0% |
| 3Y | +138.8% | -6.9% | +145.7% | +137.5% |
| All | +73.5% | -14.0% | +87.4% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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