+58.8%
CART vs AR
+10.8%
+48.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -2.2% |
| 7D | +1.2% | -11.7% | +12.9% | +2.0% |
| 30D | +27.1% | +1.8% | +25.2% | +27.2% |
| 3M | +27.4% | +6.0% | +21.5% | +26.7% |
| 6M | +32.1% | -7.0% | +39.1% | +33.7% |
| YTD | +28.5% | +5.6% | +22.9% | +25.3% |
| 1Y | +58.8% | +10.8% | +48.0% | +50.4% |
| All | +58.8% | +10.8% | +48.0% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling