+112.8%
CART vs DG
+19.3%
+93.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.0% |
| 7D | +3.0% | +1.1% | +1.9% | +2.8% |
| 30D | +28.6% | +9.5% | +19.1% | +26.6% |
| 3M | +29.1% | +5.5% | +23.6% | +27.7% |
| 6M | +44.7% | +16.1% | +28.6% | +41.1% |
| YTD | +29.2% | +2.7% | +26.5% | +27.9% |
| 1Y | +66.2% | +42.1% | +24.1% | +58.9% |
| 3Y | +112.8% | +19.3% | +93.6% | +80.7% |
| All | +112.8% | +19.3% | +93.5% | +80.7% |
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