+112.8%
CART vs CASY
+154.1%
-41.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +3.0% | +1.1% | +1.9% | +2.7% |
| 30D | +28.6% | +8.7% | +19.9% | +26.3% |
| 3M | +29.1% | -17.3% | +46.4% | +33.6% |
| 6M | +44.7% | -19.7% | +64.5% | +50.8% |
| YTD | +29.2% | +24.8% | +4.4% | +16.4% |
| 1Y | +66.2% | +31.9% | +34.3% | +46.9% |
| 3Y | +112.8% | +155.4% | -42.6% | +43.0% |
| All | +112.8% | +154.1% | -41.2% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 3y: compounded portfolio wealth divided by compounded CASY 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…
3y analysis · Full analysis span regression · 6 months rolling