+51.5%
CART vs ACM
-18.8%
+70.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +1.0% | -3.7% | +4.8% | +2.2% |
| 30D | +12.6% | -11.1% | +23.7% | +16.1% |
| 3M | +23.1% | -8.0% | +31.1% | +25.6% |
| 6M | +39.5% | -29.7% | +69.2% | +51.6% |
| YTD | +13.5% | -29.4% | +42.9% | +22.5% |
| 1Y | +14.9% | -46.4% | +61.3% | +33.4% |
| All | +51.5% | -18.8% | +70.4% | +48.4% |
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