+134.5%
CART vs AS
+139.2%
-4.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.6% | +0.9% |
| 7D | +1.4% | +13.8% | -12.4% | -0.3% |
| 30D | +29.7% | +16.7% | +13.0% | +27.1% |
| 3M | +29.7% | -11.5% | +41.2% | +31.3% |
| 6M | +36.8% | -5.5% | +42.3% | +37.2% |
| YTD | +31.7% | -14.2% | +45.8% | +33.3% |
| 1Y | +62.4% | +2.1% | +60.3% | +61.0% |
| All | +134.5% | +139.2% | -4.6% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling