+72.5%
CART vs DAR
-11.8%
+84.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +3.0% | -9.9% | +12.9% | +4.0% |
| 30D | +28.6% | -16.4% | +44.9% | +30.7% |
| 3M | +29.1% | -17.1% | +46.1% | +30.9% |
| 6M | +44.7% | -20.5% | +65.2% | +47.4% |
| YTD | +29.2% | +39.4% | -10.2% | +21.0% |
| 1Y | +66.2% | +57.2% | +8.9% | +52.5% |
| 3Y | +112.8% | +13.9% | +99.0% | +108.4% |
| All | +72.5% | -11.8% | +84.3% | +91.4% |
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