+71.5%
CART vs DAR
-10.9%
+82.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.6% | -2.1% |
| 7D | +1.2% | -8.1% | +9.3% | +2.0% |
| 30D | +27.1% | -17.1% | +44.2% | +29.3% |
| 3M | +27.4% | -12.3% | +39.7% | +28.4% |
| 6M | +32.1% | -21.8% | +53.9% | +35.0% |
| YTD | +28.5% | +40.8% | -12.4% | +20.2% |
| 1Y | +58.8% | +57.4% | +1.5% | +45.8% |
| 3Y | +114.8% | +12.1% | +102.6% | +111.3% |
| All | +71.5% | -10.9% | +82.4% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling