+62.4%
CART vs DGX
+45.0%
+17.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.8% |
| 7D | +1.4% | +4.1% | -2.7% | +1.7% |
| 30D | +29.7% | +10.5% | +19.2% | +30.5% |
| 3M | +29.7% | +9.8% | +19.9% | +30.7% |
| 6M | +36.8% | +34.6% | +2.2% | +40.0% |
| YTD | +31.7% | +49.8% | -18.2% | +30.3% |
| 1Y | +62.4% | +46.0% | +16.3% | +61.6% |
| All | +62.4% | +45.0% | +17.4% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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