+73.5%
CART vs ARWR
+75.7%
-2.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.3% | +15.9% | +1.7% |
| 7D | +1.5% | -17.3% | +18.9% | +2.8% |
| 30D | +22.4% | -21.5% | +43.9% | +24.4% |
| 3M | +16.5% | -43.8% | +60.3% | +21.3% |
| 6M | +44.9% | -32.3% | +77.1% | +48.3% |
| YTD | +30.0% | -25.8% | +55.8% | +31.4% |
| 1Y | +59.1% | +25.5% | +33.6% | +53.2% |
| 3Y | +138.8% | +84.1% | +54.7% | +106.1% |
| All | +73.5% | +75.7% | -2.3% | +50.3% |
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