+71.5%
CART vs ACM
-18.2%
+89.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.8% |
| 7D | +1.2% | +5.1% | -3.9% | -0.2% |
| 30D | +27.1% | +11.5% | +15.6% | +23.1% |
| 3M | +27.4% | -10.5% | +37.9% | +31.0% |
| 6M | +32.1% | -20.4% | +52.5% | +39.3% |
| YTD | +28.5% | -28.9% | +57.3% | +38.2% |
| 1Y | +58.8% | -48.7% | +107.5% | +87.2% |
| 3Y | +114.8% | -12.5% | +127.3% | +116.4% |
| All | +71.5% | -18.2% | +89.7% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling