+72.5%
CART vs ACM
-18.2%
+90.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +3.0% | +5.4% | -2.4% | +1.4% |
| 30D | +28.6% | +15.1% | +13.4% | +23.4% |
| 3M | +29.1% | -10.5% | +39.5% | +32.7% |
| 6M | +44.7% | -19.7% | +64.4% | +52.2% |
| YTD | +29.2% | -28.8% | +58.0% | +39.0% |
| 1Y | +66.2% | -47.9% | +114.0% | +94.8% |
| 3Y | +112.8% | -12.4% | +125.2% | +114.5% |
| All | +72.5% | -18.2% | +90.7% | +68.3% |
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