+111.6%
CART vs ALM
+806.0%
-694.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.6% | +7.1% | -2.0% |
| 7D | +1.2% | -14.5% | +15.7% | +1.9% |
| 30D | +27.1% | -39.0% | +66.1% | +29.7% |
| 3M | +27.4% | -40.3% | +67.7% | +29.7% |
| 6M | +32.1% | -60.3% | +92.4% | +36.3% |
| YTD | +28.5% | -9.8% | +38.2% | +25.5% |
| 1Y | +58.8% | +30.8% | +28.1% | +51.6% |
| All | +111.6% | +806.0% | -694.4% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling