+51.5%
CART vs DGX
+99.5%
-48.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.2% |
| 7D | +1.0% | -2.3% | +3.4% | +1.2% |
| 30D | +12.6% | +0.6% | +12.1% | +12.6% |
| 3M | +23.1% | +21.4% | +1.7% | +21.3% |
| 6M | +39.5% | +14.7% | +24.8% | +38.3% |
| YTD | +13.5% | +38.4% | -24.9% | +9.5% |
| 1Y | +14.9% | +34.0% | -19.1% | +11.1% |
| All | +51.5% | +99.5% | -48.0% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling