+66.2%
CART vs ADVB
-77.7%
+143.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.7% |
| 7D | +3.0% | -13.9% | +16.9% | +2.6% |
| 30D | +28.6% | -68.1% | +96.7% | +26.0% |
| 3M | +29.1% | -73.4% | +102.5% | +26.3% |
| 6M | +44.7% | -70.8% | +115.5% | +40.3% |
| YTD | +29.2% | -66.1% | +95.3% | +23.4% |
| 1Y | +66.2% | -77.5% | +143.7% | +63.9% |
| All | +66.2% | -77.7% | +143.8% | +63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling