+56.6%
CART vs AU
+42.6%
+14.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.9% | -6.3% | +0.2% |
| 7D | +1.5% | +20.8% | -19.3% | +0.3% |
| 30D | +22.4% | +5.5% | +16.9% | +21.8% |
| 3M | +16.5% | +3.9% | +12.6% | +15.9% |
| 6M | +44.9% | -5.4% | +50.3% | +43.9% |
| YTD | +30.0% | +20.7% | +9.3% | +25.7% |
| All | +56.6% | +42.6% | +14.0% | +47.6% |
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