+73.5%
CART vs DRI
+70.9%
+2.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.3% | +4.2% | -4.0% | -0.6% |
| 30D | +22.4% | +15.7% | +6.7% | +18.7% |
| 3M | +15.6% | +5.8% | +9.9% | +14.1% |
| 6M | +44.9% | +18.4% | +26.5% | +39.6% |
| YTD | +30.0% | +28.2% | +1.8% | +22.1% |
| 1Y | +56.6% | +35.9% | +20.7% | +44.6% |
| 3Y | +131.9% | +67.7% | +64.2% | +96.7% |
| All | +73.5% | +70.9% | +2.6% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling