+72.5%
CART vs DBX
+30.7%
+41.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.5% |
| 7D | +3.0% | -4.4% | +7.3% | +4.3% |
| 30D | +28.6% | +4.8% | +23.8% | +26.9% |
| 3M | +29.1% | +0.3% | +28.7% | +28.7% |
| 6M | +44.7% | +40.4% | +4.3% | +30.5% |
| YTD | +29.2% | +24.7% | +4.5% | +19.6% |
| 1Y | +66.2% | +20.9% | +45.3% | +54.9% |
| 3Y | +112.8% | +34.5% | +78.3% | +80.4% |
| All | +72.5% | +30.7% | +41.7% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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