+72.5%
CART vs CAPR
+45.9%
+26.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | +0.5% |
| 7D | +3.0% | +41.1% | -38.1% | +2.7% |
| 30D | +28.6% | +11.1% | +17.4% | +28.4% |
| 3M | +29.1% | +115.3% | -86.2% | +28.2% |
| 6M | +44.7% | -73.8% | +118.5% | +45.5% |
| YTD | +29.2% | -68.8% | +98.0% | +29.6% |
| 1Y | +66.2% | +43.3% | +22.8% | +59.9% |
| 3Y | +112.8% | +214.7% | -101.9% | +76.8% |
| All | +72.5% | +45.9% | +26.6% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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