+51.5%
CART vs ALLY
+67.9%
-16.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +1.0% | +3.7% | -2.6% | +0.1% |
| 30D | +12.6% | -2.3% | +14.9% | +13.2% |
| 3M | +23.1% | +3.8% | +19.3% | +21.7% |
| 6M | +39.5% | +9.7% | +29.8% | +35.2% |
| YTD | +13.5% | -1.4% | +15.0% | +13.3% |
| 1Y | +14.9% | +8.2% | +6.6% | +11.0% |
| All | +51.5% | +67.9% | -16.3% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling