+111.6%
CART vs ALC
+4.5%
+107.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | +1.2% | +7.6% | -6.4% | -0.9% |
| 30D | +27.1% | +21.1% | +6.0% | +20.2% |
| 3M | +27.4% | +8.5% | +19.0% | +24.3% |
| 6M | +32.1% | +2.8% | +29.3% | +30.6% |
| YTD | +28.5% | -2.4% | +30.9% | +28.2% |
| 1Y | +58.8% | +3.5% | +55.3% | +55.9% |
| All | +111.6% | +4.5% | +107.1% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling