+50.2%
CART vs CHD
+33.4%
+16.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +23.1% | +12.2% | +10.9% | +21.6% |
| 3M | +19.2% | +9.3% | +9.9% | +17.7% |
| 6M | +45.7% | +24.3% | +21.4% | +44.8% |
| YTD | +30.9% | +34.9% | -4.0% | +29.1% |
| 1Y | +50.2% | +32.7% | +17.5% | +49.2% |
| All | +50.2% | +33.4% | +16.8% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling