+32.1%
CART vs ACWI
+1.0%
+31.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -0.7% |
| 7D | +1.2% | -4.0% | +5.2% | +3.1% |
| 30D | +27.1% | -5.8% | +32.9% | +30.4% |
| 3M | +27.4% | -5.0% | +32.5% | +30.5% |
| 6M | +32.1% | +0.7% | +31.4% | +36.3% |
| All | +32.1% | +1.0% | +31.1% | +36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling