+73.5%
CART vs DGX
+119.3%
-45.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | +1.2% | +1.9% | -0.7% | +1.1% |
| 30D | +17.8% | +12.7% | +5.1% | +16.9% |
| 3M | +20.7% | +9.6% | +11.1% | +19.9% |
| 6M | +49.7% | +37.6% | +12.1% | +46.0% |
| YTD | +30.0% | +52.1% | -22.1% | +24.5% |
| 1Y | +48.4% | +41.3% | +7.1% | +43.7% |
| 3Y | +132.0% | +106.9% | +25.1% | +112.4% |
| All | +73.5% | +119.3% | -45.8% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling