+14.9%
CART vs DG
+23.4%
-8.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.7% |
| 7D | +1.0% | +8.4% | -7.3% | -1.2% |
| 30D | +12.6% | +4.9% | +7.7% | +11.0% |
| 3M | +23.1% | +29.3% | -6.2% | +14.4% |
| 6M | +39.5% | -11.3% | +50.8% | +44.1% |
| YTD | +13.5% | +1.8% | +11.8% | +12.5% |
| 1Y | +14.9% | +25.3% | -10.5% | +4.1% |
| All | +14.9% | +23.4% | -8.6% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling