+111.6%
CART vs ALLY
+57.0%
+54.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.1% |
| 7D | +1.2% | -1.1% | +2.3% | +1.5% |
| 30D | +27.1% | +4.2% | +22.9% | +25.7% |
| 3M | +27.4% | -12.4% | +39.8% | +31.5% |
| 6M | +32.1% | -8.7% | +40.8% | +34.6% |
| YTD | +28.5% | -11.6% | +40.1% | +31.8% |
| 1Y | +58.8% | +0.2% | +58.6% | +57.0% |
| All | +111.6% | +57.0% | +54.6% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling