+51.5%
CART vs CAPR
+52.4%
-0.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.3% |
| 7D | +1.0% | -2.0% | +3.0% | +1.1% |
| 30D | +12.6% | +139.2% | -126.6% | +11.8% |
| 3M | +23.1% | -66.4% | +89.5% | +23.6% |
| 6M | +39.5% | -63.1% | +102.7% | +39.8% |
| YTD | +13.5% | -67.4% | +81.0% | +13.9% |
| 1Y | +14.9% | +58.2% | -43.4% | +10.2% |
| All | +51.5% | +52.4% | -0.8% | +29.0% |
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