+62.4%
CART vs ALLY
+4.2%
+58.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +1.0% |
| 7D | +1.4% | +2.4% | -1.0% | +1.0% |
| 30D | +29.7% | +5.6% | +24.1% | +28.4% |
| 3M | +29.7% | -11.7% | +41.4% | +31.9% |
| 6M | +36.8% | -7.0% | +43.8% | +38.1% |
| YTD | +31.7% | -10.4% | +42.1% | +35.4% |
| 1Y | +62.4% | +2.4% | +60.0% | +58.7% |
| All | +62.4% | +4.2% | +58.1% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling