+75.7%
CART vs ALLE
+90.7%
-14.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.2% |
| 7D | +1.4% | +6.7% | -5.3% | -0.1% |
| 30D | +29.7% | +25.4% | +4.3% | +23.0% |
| 3M | +29.7% | +16.9% | +12.8% | +24.8% |
| 6M | +36.8% | +46.6% | -9.8% | +24.7% |
| YTD | +31.7% | +22.4% | +9.2% | +25.3% |
| 1Y | +62.4% | +17.7% | +44.6% | +56.7% |
| 3Y | +120.1% | +96.3% | +23.7% | +54.3% |
| All | +75.7% | +90.7% | -14.9% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling