+39.5%
CART vs ALM
-9.8%
+49.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.2% |
| 7D | +1.0% | -2.6% | +3.7% | +1.1% |
| 30D | +12.6% | +32.0% | -19.4% | +12.2% |
| 3M | +23.1% | -15.0% | +38.2% | +22.6% |
| 6M | +39.5% | -10.1% | +49.7% | +38.9% |
| All | +39.5% | -9.8% | +49.3% | +38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling