+74.7%
CART vs ALC
-6.8%
+81.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.3% |
| 7D | +1.3% | -1.1% | +2.4% | +1.6% |
| 30D | +19.2% | +16.0% | +3.1% | +13.6% |
| 3M | +17.6% | +0.8% | +16.7% | +16.9% |
| 6M | +47.4% | +16.8% | +30.5% | +40.0% |
| YTD | +30.9% | -5.5% | +36.4% | +31.9% |
| 1Y | +46.0% | -5.3% | +51.2% | +46.8% |
| 3Y | +130.3% | +4.1% | +126.2% | +103.9% |
| All | +74.7% | -6.8% | +81.5% | +76.7% |
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