+72.5%
CART vs AU
+475.8%
-403.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | +0.1% |
| 7D | +3.0% | +16.5% | -13.6% | +1.3% |
| 30D | +28.6% | +3.3% | +25.3% | +28.0% |
| 3M | +29.1% | +6.8% | +22.2% | +27.7% |
| 6M | +44.7% | -3.9% | +48.7% | +44.1% |
| YTD | +29.2% | +12.9% | +16.3% | +24.6% |
| 1Y | +66.2% | +43.5% | +22.7% | +54.7% |
| 3Y | +112.8% | +445.5% | -332.7% | +59.1% |
| All | +72.5% | +475.8% | -403.4% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling