+72.5%
CART vs AGI
+154.1%
-81.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.3% |
| 7D | +3.0% | +16.0% | -13.0% | +1.2% |
| 30D | +28.6% | +1.0% | +27.6% | +28.2% |
| 3M | +29.1% | +2.5% | +26.6% | +28.4% |
| 6M | +44.7% | -24.0% | +68.8% | +47.8% |
| YTD | +29.2% | -17.2% | +46.5% | +29.4% |
| 1Y | +66.2% | +4.9% | +61.3% | +60.9% |
| 3Y | +112.8% | +142.6% | -29.8% | +75.9% |
| All | +72.5% | +154.1% | -81.6% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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