+73.5%
CART vs ALLE
+87.5%
-14.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +22.4% | +25.9% | -3.5% | +16.0% |
| 3M | +15.6% | +14.9% | +0.8% | +11.8% |
| 6M | +44.9% | +42.1% | +2.8% | +33.3% |
| YTD | +30.0% | +20.4% | +9.6% | +24.2% |
| 1Y | +56.6% | +14.9% | +41.8% | +52.1% |
| 3Y | +131.9% | +90.1% | +41.8% | +64.4% |
| All | +73.5% | +87.5% | -14.0% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling