+14.9%
CART vs AS
-21.9%
+36.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.8% | -1.7% |
| 7D | +1.0% | -4.9% | +5.9% | +1.8% |
| 30D | +12.6% | -19.6% | +32.2% | +16.2% |
| 3M | +23.1% | -14.4% | +37.5% | +25.9% |
| 6M | +39.5% | -20.1% | +59.7% | +44.4% |
| YTD | +13.5% | -20.9% | +34.5% | +17.6% |
| 1Y | +14.9% | -21.9% | +36.7% | +13.6% |
| All | +14.9% | -21.9% | +36.8% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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