+51.5%
CART vs DRI
+60.8%
-9.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.2% |
| 7D | +1.0% | +0.6% | +0.5% | +0.9% |
| 30D | +12.6% | +3.8% | +8.8% | +11.7% |
| 3M | +23.1% | +13.0% | +10.1% | +20.1% |
| 6M | +39.5% | +8.3% | +31.2% | +36.9% |
| YTD | +13.5% | +20.6% | -7.1% | +8.1% |
| 1Y | +14.9% | +6.5% | +8.4% | +12.9% |
| All | +51.5% | +60.8% | -9.2% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling