+62.4%
CART vs AU
+42.5%
+19.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.0% | -6.4% | +1.0% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | +29.7% | -7.0% | +36.6% | +30.1% |
| 3M | +29.7% | +8.5% | +21.2% | +29.0% |
| 6M | +36.8% | -1.3% | +38.1% | +36.2% |
| YTD | +31.7% | +6.8% | +24.9% | +28.0% |
| 1Y | +62.4% | +44.6% | +17.8% | +49.5% |
| All | +62.4% | +42.5% | +19.9% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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