+51.5%
CART vs BEN
+55.8%
-4.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -2.2% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | +12.6% | -0.5% | +13.2% | +12.7% |
| 3M | +23.1% | +9.7% | +13.4% | +19.5% |
| 6M | +39.5% | +33.9% | +5.6% | +27.3% |
| YTD | +13.5% | +49.0% | -35.4% | +0.2% |
| 1Y | +14.9% | +42.1% | -27.2% | +2.6% |
| All | +51.5% | +55.8% | -4.3% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 all: compounded portfolio wealth divided by compounded BEN 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…
all analysis · Full analysis span regression · 6 months rolling