+138.8%
CART vs DG
+21.7%
+117.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.3% |
| 7D | +1.5% | +0.7% | +0.8% | +1.4% |
| 30D | +22.4% | +7.4% | +15.0% | +20.9% |
| 3M | +16.5% | +8.5% | +8.0% | +15.0% |
| 6M | +44.9% | +21.9% | +23.0% | +40.6% |
| YTD | +30.0% | +4.9% | +25.0% | +28.4% |
| 1Y | +59.1% | +40.4% | +18.7% | +52.5% |
| 3Y | +138.8% | +23.5% | +115.3% | +121.5% |
| All | +138.8% | +21.7% | +117.2% | +121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling