+75.7%
CART vs ALC
-2.8%
+78.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.8% | -5.3% | -0.5% |
| 7D | +1.4% | +10.7% | -9.3% | -1.9% |
| 30D | +29.7% | +20.2% | +9.5% | +22.2% |
| 3M | +29.7% | +8.9% | +20.8% | +26.1% |
| 6M | +36.8% | +5.7% | +31.1% | +34.0% |
| YTD | +31.7% | -1.4% | +33.1% | +31.0% |
| 1Y | +62.4% | +4.7% | +57.7% | +58.5% |
| 3Y | +120.1% | +5.2% | +114.9% | +100.0% |
| All | +75.7% | -2.8% | +78.6% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling