+51.5%
CART vs COMP
+244.3%
-192.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | +1.0% | +1.4% | -0.3% | +0.9% |
| 30D | +12.6% | -13.3% | +25.9% | +13.9% |
| 3M | +23.1% | +41.1% | -18.0% | +19.5% |
| 6M | +39.5% | +17.2% | +22.4% | +37.3% |
| YTD | +13.5% | +5.2% | +8.3% | +12.7% |
| 1Y | +14.9% | +18.9% | -4.1% | +12.2% |
| All | +51.5% | +244.3% | -192.7% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling