+73.5%
CART vs ARWR
+68.3%
+5.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.3% |
| 7D | +1.2% | -17.9% | +19.1% | +2.5% |
| 30D | +17.8% | -18.9% | +36.7% | +19.4% |
| 3M | +20.7% | -46.0% | +66.7% | +26.0% |
| 6M | +49.7% | -40.3% | +90.1% | +54.8% |
| YTD | +30.0% | -29.0% | +59.0% | +31.9% |
| 1Y | +48.4% | +13.8% | +34.6% | +44.0% |
| 3Y | +132.0% | +74.9% | +57.1% | +101.0% |
| All | +73.5% | +68.3% | +5.3% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling