+48.4%
CART vs ALC
-11.3%
+59.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +1.2% | -6.2% | +7.4% | +3.3% |
| 30D | +17.8% | +14.0% | +3.8% | +12.4% |
| 3M | +20.7% | -2.4% | +23.1% | +21.3% |
| 6M | +49.7% | +12.6% | +37.1% | +43.6% |
| YTD | +30.0% | -8.4% | +38.4% | +31.1% |
| 1Y | +48.4% | -9.1% | +57.5% | +49.7% |
| All | +48.4% | -11.3% | +59.7% | +49.7% |
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