+75.7%
CART vs DAR
-8.1%
+83.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.0% | +1.8% |
| 7D | +1.4% | -5.7% | +7.1% | +1.9% |
| 30D | +29.7% | -16.6% | +46.3% | +31.9% |
| 3M | +29.7% | -13.1% | +42.8% | +30.9% |
| 6M | +36.8% | -18.8% | +55.6% | +39.2% |
| YTD | +31.7% | +45.3% | -13.6% | +22.8% |
| 1Y | +62.4% | +60.6% | +1.8% | +48.9% |
| 3Y | +120.1% | +15.7% | +104.4% | +115.9% |
| All | +75.7% | -8.1% | +83.8% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling