+51.5%
CART vs ACWI
+78.0%
-26.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | +1.0% | +0.5% | +0.6% | +0.7% |
| 30D | +12.6% | +0.9% | +11.7% | +11.9% |
| 3M | +23.1% | +2.4% | +20.7% | +20.7% |
| 6M | +39.5% | +12.4% | +27.2% | +26.0% |
| YTD | +13.5% | +15.2% | -1.6% | 0.0% |
| 1Y | +14.9% | +22.7% | -7.8% | -5.4% |
| All | +51.5% | +78.0% | -26.4% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 3y: compounded portfolio wealth divided by compounded ACWI 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…
3y analysis · Full analysis span regression · 6 months rolling