+73.5%
CART vs CHD
+22.0%
+51.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.3% | +2.4% | -2.1% | +0.1% |
| 30D | +22.4% | +13.9% | +8.5% | +21.0% |
| 3M | +15.6% | +8.5% | +7.1% | +14.7% |
| 6M | +44.9% | +20.4% | +24.5% | +43.0% |
| YTD | +30.0% | +34.5% | -4.6% | +27.1% |
| 1Y | +56.6% | +33.8% | +22.9% | +53.3% |
| 3Y | +131.9% | +29.1% | +102.8% | +117.8% |
| All | +73.5% | +22.0% | +51.5% | +68.6% |
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