+112.8%
CART vs CHD
+30.6%
+82.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.6% |
| 7D | +3.0% | +2.0% | +1.0% | +2.9% |
| 30D | +28.6% | +13.0% | +15.6% | +27.9% |
| 3M | +29.1% | +6.1% | +23.0% | +28.6% |
| 6M | +44.7% | +15.9% | +28.9% | +44.2% |
| YTD | +29.2% | +31.6% | -2.4% | +28.9% |
| 1Y | +66.2% | +28.5% | +37.7% | +65.7% |
| 3Y | +112.8% | +30.5% | +82.4% | +137.1% |
| All | +112.8% | +30.6% | +82.3% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling