+72.5%
CART vs ALM
+934.1%
-861.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.6% | +0.5% |
| 7D | +3.0% | -6.7% | +9.6% | +3.3% |
| 30D | +28.6% | -32.9% | +61.4% | +30.9% |
| 3M | +29.1% | -39.5% | +68.6% | +31.5% |
| 6M | +44.7% | -62.0% | +106.7% | +50.2% |
| YTD | +29.2% | -7.8% | +37.0% | +26.0% |
| 1Y | +66.2% | +26.7% | +39.5% | +58.5% |
| 3Y | +112.8% | +825.4% | -712.5% | +72.3% |
| All | +72.5% | +934.1% | -861.6% | +36.9% |
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