+73.5%
CART vs ALC
-5.6%
+79.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.5% | +2.1% | -0.5% | +0.8% |
| 30D | +22.4% | +17.2% | +5.2% | +16.3% |
| 3M | +16.5% | +4.6% | +11.9% | +14.6% |
| 6M | +44.9% | +20.1% | +24.8% | +36.5% |
| YTD | +30.0% | -4.2% | +34.2% | +30.5% |
| 1Y | +59.1% | +2.1% | +57.0% | +56.5% |
| 3Y | +138.8% | +4.5% | +134.3% | +113.1% |
| All | +73.5% | -5.6% | +79.0% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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