+72.5%
CART vs COMP
+216.1%
-143.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.7% | -10.2% | -0.4% |
| 7D | +3.0% | +13.4% | -10.5% | +1.7% |
| 30D | +28.6% | +11.1% | +17.5% | +27.1% |
| 3M | +29.1% | -18.8% | +47.9% | +31.0% |
| 6M | +44.7% | +10.5% | +34.2% | +42.8% |
| YTD | +29.2% | -3.4% | +32.6% | +28.9% |
| 1Y | +66.2% | +19.7% | +46.5% | +62.1% |
| 3Y | +112.8% | +381.6% | -268.8% | +53.1% |
| All | +72.5% | +216.1% | -143.6% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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