+73.5%
CART vs CAPR
+66.0%
+7.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.7% | +8.1% | -0.6% |
| 7D | +1.2% | +19.1% | -17.9% | +1.0% |
| 30D | +17.8% | +48.8% | -31.1% | +17.4% |
| 3M | +20.7% | +144.4% | -123.7% | +19.7% |
| 6M | +49.7% | -67.5% | +117.2% | +50.3% |
| YTD | +30.0% | -64.5% | +94.5% | +30.2% |
| 1Y | +48.4% | +74.4% | -26.1% | +42.4% |
| 3Y | +132.0% | +265.7% | -133.7% | +92.1% |
| All | +73.5% | +66.0% | +7.6% | +47.5% |
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