+66.2%
CART vs ARWR
+44.4%
+21.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | +3.0% | -2.9% | +5.9% | +3.1% |
| 30D | +28.6% | -5.4% | +34.0% | +28.9% |
| 3M | +29.1% | -32.2% | +61.3% | +31.2% |
| 6M | +44.7% | -26.5% | +71.2% | +47.0% |
| YTD | +29.2% | -12.4% | +41.6% | +29.3% |
| 1Y | +66.2% | +46.9% | +19.3% | +63.7% |
| All | +66.2% | +44.4% | +21.7% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling