+75.7%
CART vs ALK
+2.8%
+72.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.8% | -7.2% | +0.3% |
| 7D | +1.4% | +12.4% | -11.1% | -0.3% |
| 30D | +29.7% | +2.1% | +27.6% | +29.1% |
| 3M | +29.7% | -23.9% | +53.6% | +34.1% |
| 6M | +36.8% | +8.2% | +28.6% | +34.2% |
| YTD | +31.7% | -20.5% | +52.1% | +34.6% |
| 1Y | +62.4% | -1.0% | +63.4% | +58.7% |
| 3Y | +120.1% | +19.2% | +100.9% | +88.1% |
| All | +75.7% | +2.8% | +72.9% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling