+14.9%
CART vs AU
+100.5%
-85.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -1.1% |
| 7D | +1.0% | -3.6% | +4.7% | +1.3% |
| 30D | +12.6% | +23.9% | -11.3% | +11.0% |
| 3M | +23.1% | +19.1% | +4.0% | +21.4% |
| 6M | +39.5% | -0.2% | +39.7% | +38.4% |
| YTD | +13.5% | +32.5% | -18.9% | +10.0% |
| 1Y | +14.9% | +96.9% | -82.1% | +13.2% |
| All | +14.9% | +100.5% | -85.6% | +13.2% |
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