+75.7%
CART vs ARWR
+120.0%
-44.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +1.3% |
| 7D | +1.4% | +2.4% | -1.0% | +1.2% |
| 30D | +29.7% | -1.1% | +30.8% | +29.7% |
| 3M | +29.7% | -31.2% | +60.9% | +33.2% |
| 6M | +36.8% | -19.3% | +56.1% | +38.3% |
| YTD | +31.7% | -7.1% | +38.8% | +31.1% |
| 1Y | +62.4% | +62.9% | -0.5% | +53.5% |
| 3Y | +120.1% | +119.0% | +1.1% | +87.8% |
| All | +75.7% | +120.0% | -44.3% | +50.0% |
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