+62.4%
CART vs AZO
-7.5%
+69.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.9% | -2.4% | +0.8% |
| 7D | +1.4% | +5.3% | -4.0% | +0.3% |
| 30D | +29.7% | +18.4% | +11.2% | +25.2% |
| 3M | +29.7% | +9.8% | +19.9% | +27.1% |
| 6M | +36.8% | -4.5% | +41.3% | +35.1% |
| YTD | +31.7% | -1.9% | +33.6% | +30.3% |
| 1Y | +62.4% | -9.5% | +71.9% | +57.8% |
| All | +62.4% | -7.5% | +69.9% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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