+51.5%
CART vs ALM
+2,137.5%
-2,086.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.2% |
| 7D | +1.0% | -2.6% | +3.7% | +1.2% |
| 30D | +12.6% | +32.0% | -19.4% | +10.9% |
| 3M | +23.1% | -15.0% | +38.2% | +23.4% |
| 6M | +39.5% | -10.1% | +49.7% | +38.4% |
| YTD | +13.5% | +99.4% | -85.9% | +7.0% |
| 1Y | +14.9% | +316.4% | -301.5% | +2.8% |
| All | +51.5% | +2,137.5% | -2,086.0% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling