+42.4%
CART vs DGX
+98.2%
-55.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -6.0% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | -4.3% | -1.2% | -3.1% | -4.3% |
| 3M | +13.1% | +19.9% | -6.8% | +11.6% |
| 6M | +26.0% | +19.2% | +6.8% | +24.3% |
| YTD | +6.7% | +37.5% | -30.8% | +2.9% |
| 1Y | +6.3% | +31.3% | -25.0% | +3.0% |
| All | +42.4% | +98.2% | -55.7% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling