+38.4%
CART vs DGX
+98.1%
-59.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -9.5% | -2.2% | -7.3% | -9.4% |
| 30D | -7.8% | -0.9% | -6.8% | -7.7% |
| 3M | +10.4% | +15.6% | -5.2% | +9.3% |
| 6M | +20.1% | +17.8% | +2.3% | +18.6% |
| YTD | +3.7% | +37.5% | -33.8% | 0.0% |
| 1Y | +2.6% | +31.2% | -28.6% | -0.5% |
| All | +38.4% | +98.1% | -59.7% | +22.5% |
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