+71.5%
CART vs ALC
-3.8%
+75.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | +1.2% | +7.6% | -6.4% | -1.2% |
| 30D | +27.1% | +21.1% | +6.0% | +19.5% |
| 3M | +27.4% | +8.5% | +19.0% | +24.0% |
| 6M | +32.1% | +2.8% | +29.3% | +30.5% |
| YTD | +28.5% | -2.4% | +30.9% | +28.2% |
| 1Y | +58.8% | +3.5% | +55.3% | +55.6% |
| 3Y | +114.8% | +4.2% | +110.6% | +95.8% |
| All | +71.5% | -3.8% | +75.3% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling