+2.6%
CART vs AZO
-31.1%
+33.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.7% |
| 7D | -9.5% | -0.8% | -8.7% | -9.4% |
| 30D | -7.8% | -5.1% | -2.6% | -7.4% |
| 3M | +10.4% | -7.2% | +17.6% | +10.6% |
| 6M | +20.1% | -20.7% | +40.8% | +18.7% |
| YTD | +3.7% | -14.2% | +17.9% | +5.2% |
| 1Y | +2.6% | -32.2% | +34.7% | -12.2% |
| All | +2.6% | -31.1% | +33.7% | -12.2% |
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