+42.4%
CART vs AZO
+20.5%
+21.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -5.9% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | -4.3% | -5.6% | +1.3% | -3.7% |
| 3M | +13.1% | -4.0% | +17.1% | +13.4% |
| 6M | +26.0% | -18.9% | +45.0% | +27.8% |
| YTD | +6.7% | -13.0% | +19.7% | +7.7% |
| 1Y | +6.3% | -30.4% | +36.7% | +9.2% |
| All | +42.4% | +20.5% | +21.9% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling