+71.5%
CART vs ARWR
+105.1%
-33.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.8% | +4.4% | -1.9% |
| 7D | +1.2% | -5.0% | +6.2% | +1.6% |
| 30D | +27.1% | -6.6% | +33.7% | +27.7% |
| 3M | +27.4% | -33.9% | +61.3% | +31.2% |
| 6M | +32.1% | -23.3% | +55.4% | +34.1% |
| YTD | +28.5% | -13.5% | +41.9% | +28.6% |
| 1Y | +58.8% | +42.5% | +16.3% | +51.7% |
| 3Y | +114.8% | +104.1% | +10.6% | +84.3% |
| All | +71.5% | +105.1% | -33.6% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling