+54.9%
CART vs ADVB
-97.4%
+152.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | 0.0% |
| 7D | +0.3% | -4.1% | +4.4% | +0.3% |
| 30D | +22.4% | -60.3% | +82.7% | +22.2% |
| 3M | +15.6% | -73.3% | +89.0% | +15.4% |
| 6M | +44.9% | -65.9% | +110.8% | +41.4% |
| YTD | +30.0% | -63.9% | +93.9% | +25.0% |
| 1Y | +56.6% | -74.1% | +130.8% | +52.6% |
| All | +54.9% | -97.4% | +152.2% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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