+131.9%
CART vs ALC
+3.6%
+128.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.4% |
| 7D | +0.3% | +2.3% | -2.1% | -0.4% |
| 30D | +22.4% | +15.5% | +6.9% | +17.4% |
| 3M | +15.6% | +0.6% | +15.1% | +15.2% |
| 6M | +44.9% | +18.4% | +26.5% | +38.0% |
| YTD | +30.0% | -5.6% | +35.6% | +30.8% |
| 1Y | +56.6% | 0.0% | +56.6% | +55.2% |
| 3Y | +131.9% | +2.8% | +129.1% | +121.1% |
| All | +131.9% | +3.6% | +128.3% | +121.1% |
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