+71.5%
CART vs AR
+37.2%
+34.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -2.0% |
| 7D | +1.2% | -11.7% | +12.9% | +3.0% |
| 30D | +27.1% | +1.8% | +25.2% | +26.7% |
| 3M | +27.4% | +6.0% | +21.5% | +25.9% |
| 6M | +32.1% | -7.0% | +39.1% | +33.2% |
| YTD | +28.5% | +5.6% | +22.9% | +25.8% |
| 1Y | +58.8% | +10.8% | +48.0% | +53.9% |
| 3Y | +114.8% | +19.3% | +95.4% | +97.0% |
| All | +71.5% | +37.2% | +34.3% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling