+74.7%
CART vs ARWR
+76.2%
-1.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.6% |
| 7D | -0.6% | -19.9% | +19.3% | +0.9% |
| 30D | +23.1% | -18.7% | +41.8% | +24.8% |
| 3M | +19.2% | -44.7% | +63.9% | +24.2% |
| 6M | +45.7% | -36.5% | +82.2% | +49.9% |
| YTD | +30.9% | -25.7% | +56.5% | +32.3% |
| 1Y | +50.2% | +18.9% | +31.2% | +45.3% |
| 3Y | +133.5% | +83.1% | +50.4% | +101.7% |
| All | +74.7% | +76.2% | -1.5% | +51.3% |
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