+66.2%
CART vs ALC
+2.0%
+64.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.3% |
| 7D | +3.0% | +4.9% | -1.9% | +1.2% |
| 30D | +28.6% | +19.0% | +9.6% | +20.6% |
| 3M | +29.1% | +7.8% | +21.3% | +25.4% |
| 6M | +44.7% | +14.6% | +30.2% | +37.8% |
| YTD | +29.2% | -4.4% | +33.7% | +29.1% |
| 1Y | +66.2% | +1.4% | +64.8% | +61.7% |
| All | +66.2% | +2.0% | +64.2% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling