+73.5%
CART vs ARWR
+74.9%
-1.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.3% | -17.7% | +18.0% | +1.6% |
| 30D | +22.4% | -21.9% | +44.3% | +24.5% |
| 3M | +15.6% | -44.5% | +60.2% | +20.5% |
| 6M | +44.9% | -32.6% | +77.5% | +48.4% |
| YTD | +30.0% | -26.2% | +56.2% | +31.5% |
| 1Y | +56.6% | +23.0% | +33.7% | +51.1% |
| 3Y | +131.9% | +81.8% | +50.2% | +100.4% |
| All | +73.5% | +74.9% | -1.4% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling