+72.5%
CART vs CG
+31.6%
+40.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | +3.0% | -1.2% | +4.2% | +3.2% |
| 30D | +28.6% | +5.0% | +23.5% | +26.7% |
| 3M | +29.1% | -18.2% | +47.3% | +35.6% |
| 6M | +44.7% | -20.7% | +65.4% | +52.8% |
| YTD | +29.2% | -31.4% | +60.6% | +41.3% |
| 1Y | +66.2% | -22.3% | +88.4% | +75.1% |
| 3Y | +112.8% | +50.2% | +62.6% | +48.2% |
| All | +72.5% | +31.6% | +40.8% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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