+73.5%
CART vs CHD
+21.5%
+52.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.5% |
| 7D | +1.5% | +0.8% | +0.7% | +1.4% |
| 30D | +22.4% | +13.5% | +8.9% | +21.1% |
| 3M | +16.5% | +8.1% | +8.4% | +15.6% |
| 6M | +44.9% | +19.9% | +25.0% | +43.0% |
| YTD | +30.0% | +34.0% | -4.0% | +27.2% |
| 1Y | +59.1% | +29.8% | +29.3% | +56.0% |
| 3Y | +138.8% | +28.7% | +110.1% | +124.2% |
| All | +73.5% | +21.5% | +52.0% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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