+71.5%
CART vs ALLE
+85.2%
-13.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.8% |
| 7D | +1.2% | 0.0% | +1.1% | +1.2% |
| 30D | +27.1% | +20.6% | +6.5% | +21.6% |
| 3M | +27.4% | +11.4% | +16.0% | +24.0% |
| 6M | +32.1% | +42.5% | -10.4% | +21.2% |
| YTD | +28.5% | +18.9% | +9.6% | +23.1% |
| 1Y | +58.8% | +14.2% | +44.6% | +54.4% |
| 3Y | +114.8% | +90.7% | +24.1% | +51.6% |
| All | +71.5% | +85.2% | -13.7% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling