+72.5%
CART vs ALC
-5.8%
+78.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.2% |
| 7D | +3.0% | +4.9% | -1.9% | +1.4% |
| 30D | +28.6% | +19.0% | +9.6% | +21.6% |
| 3M | +29.1% | +7.8% | +21.3% | +25.9% |
| 6M | +44.7% | +14.6% | +30.2% | +38.3% |
| YTD | +29.2% | -4.4% | +33.7% | +29.8% |
| 1Y | +66.2% | +1.4% | +64.8% | +63.8% |
| 3Y | +112.8% | +2.5% | +110.3% | +94.1% |
| All | +72.5% | -5.8% | +78.3% | +73.9% |
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