+73.5%
CART vs DGX
+119.3%
-45.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | +1.5% | +3.5% | -2.0% | +1.3% |
| 30D | +22.4% | +12.4% | +10.0% | +21.5% |
| 3M | +16.5% | +9.3% | +7.2% | +15.8% |
| 6M | +44.9% | +39.7% | +5.2% | +41.1% |
| YTD | +30.0% | +52.2% | -22.2% | +24.5% |
| 1Y | +59.1% | +47.1% | +12.0% | +53.1% |
| 3Y | +138.8% | +108.8% | +30.0% | +117.9% |
| All | +73.5% | +119.3% | -45.8% | +52.5% |
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 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