+138.8%
CART vs AZO
+22.2%
+116.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +22.4% | +10.6% | +11.8% | +20.4% |
| 3M | +16.5% | +4.0% | +12.6% | +15.6% |
| 6M | +44.9% | -7.0% | +51.9% | +44.8% |
| YTD | +30.0% | -4.1% | +34.1% | +29.4% |
| 1Y | +59.1% | -12.6% | +71.6% | +59.7% |
| 3Y | +138.8% | +21.4% | +117.4% | +122.7% |
| All | +138.8% | +22.2% | +116.6% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling