+73.5%
CART vs ALM
+936.6%
-863.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.2% | +7.3% | +0.4% |
| 7D | +0.3% | -6.3% | +6.6% | +0.6% |
| 30D | +22.4% | -31.4% | +53.8% | +24.5% |
| 3M | +15.6% | -40.6% | +56.2% | +17.9% |
| 6M | +44.9% | -58.6% | +103.5% | +49.6% |
| YTD | +30.0% | -7.6% | +37.6% | +26.7% |
| 1Y | +56.6% | +13.8% | +42.8% | +50.4% |
| 3Y | +131.9% | +842.1% | -710.2% | +87.4% |
| All | +73.5% | +936.6% | -863.1% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling