+71.5%
CART vs CAPR
+39.4%
+32.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -2.4% |
| 7D | +1.2% | +29.7% | -28.5% | +1.0% |
| 30D | +27.1% | +11.0% | +16.1% | +27.0% |
| 3M | +27.4% | +118.8% | -91.4% | +26.5% |
| 6M | +32.1% | -73.9% | +106.0% | +32.8% |
| YTD | +28.5% | -70.2% | +98.7% | +28.9% |
| 1Y | +58.8% | +38.3% | +20.5% | +52.8% |
| 3Y | +114.8% | +199.7% | -84.9% | +78.5% |
| All | +71.5% | +39.4% | +32.1% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling