+14.9%
CART vs FIVE
+66.7%
-51.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -1.8% |
| 7D | +1.0% | +4.3% | -3.2% | +0.6% |
| 30D | +12.6% | +12.5% | +0.1% | +11.4% |
| 3M | +23.1% | +31.2% | -8.1% | +20.5% |
| 6M | +39.5% | +14.4% | +25.2% | +38.6% |
| YTD | +13.5% | +33.9% | -20.4% | +8.5% |
| 1Y | +14.9% | +65.1% | -50.2% | +4.7% |
| All | +14.9% | +66.7% | -51.8% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling