+48.4%
CART vs DGX
+40.2%
+8.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.6% |
| 7D | +1.2% | +1.9% | -0.7% | +1.4% |
| 30D | +17.8% | +12.7% | +5.1% | +19.5% |
| 3M | +20.7% | +9.6% | +11.1% | +22.0% |
| 6M | +49.7% | +37.6% | +12.1% | +56.8% |
| YTD | +30.0% | +52.1% | -22.1% | +36.3% |
| 1Y | +48.4% | +41.3% | +7.1% | +55.2% |
| All | +48.4% | +40.2% | +8.2% | +55.2% |
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