+71.5%
CART vs ALK
-0.5%
+72.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.0% |
| 7D | +1.2% | +7.1% | -5.9% | +0.2% |
| 30D | +27.1% | -3.0% | +30.1% | +27.4% |
| 3M | +27.4% | -25.6% | +53.1% | +32.2% |
| 6M | +32.1% | +0.5% | +31.6% | +31.0% |
| YTD | +28.5% | -23.1% | +51.5% | +32.0% |
| 1Y | +58.8% | -7.5% | +66.4% | +57.0% |
| 3Y | +114.8% | +15.3% | +99.4% | +84.4% |
| All | +71.5% | -0.5% | +72.0% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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