+39.5%
CART vs DGX
+14.9%
+24.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.4% |
| 7D | +1.0% | -2.3% | +3.4% | +0.6% |
| 30D | +12.6% | +0.6% | +12.1% | +12.7% |
| 3M | +23.1% | +21.4% | +1.7% | +26.7% |
| 6M | +39.5% | +14.7% | +24.8% | +47.8% |
| All | +39.5% | +14.9% | +24.6% | +47.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling