+51.5%
CART vs DAR
+14.5%
+37.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +1.0% | +1.4% | -0.3% | +0.9% |
| 30D | +12.6% | +12.8% | -0.2% | +10.9% |
| 3M | +23.1% | +7.4% | +15.8% | +21.8% |
| 6M | +39.5% | +22.3% | +17.3% | +35.5% |
| YTD | +13.5% | +81.1% | -67.5% | +3.8% |
| 1Y | +14.9% | +106.5% | -91.6% | +2.7% |
| All | +51.5% | +14.5% | +37.0% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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