+74.7%
CART vs AU
+434.4%
-359.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | +1.3% | -7.2% | +8.5% | +2.0% |
| 30D | +19.2% | -2.9% | +22.0% | +19.3% |
| 3M | +17.6% | -8.7% | +26.2% | +18.1% |
| 6M | +47.4% | -14.1% | +61.5% | +48.3% |
| YTD | +30.9% | +4.8% | +26.1% | +27.1% |
| 1Y | +46.0% | +11.9% | +34.1% | +40.3% |
| 3Y | +130.3% | +513.8% | -383.5% | +64.9% |
| All | +74.7% | +434.4% | -359.7% | +29.3% |
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