+73.5%
CART vs AZO
+31.4%
+42.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.2% |
| 7D | +0.3% | +0.5% | -0.3% | +0.2% |
| 30D | +22.4% | +9.4% | +13.0% | +20.8% |
| 3M | +15.6% | +4.9% | +10.8% | +14.7% |
| 6M | +44.9% | -8.0% | +52.9% | +44.9% |
| YTD | +30.0% | -5.1% | +35.1% | +29.6% |
| 1Y | +56.6% | -13.7% | +70.3% | +57.1% |
| 3Y | +131.9% | +19.1% | +112.9% | +125.1% |
| All | +73.5% | +31.4% | +42.1% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling