+111.6%
CART vs FIVE
+35.4%
+76.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -2.0% |
| 7D | +1.2% | -1.7% | +2.9% | +1.3% |
| 30D | +27.1% | +14.9% | +12.2% | +25.5% |
| 3M | +27.4% | +7.6% | +19.8% | +26.6% |
| 6M | +32.1% | +6.4% | +25.7% | +31.3% |
| YTD | +28.5% | +28.1% | +0.4% | +25.4% |
| 1Y | +58.8% | +54.7% | +4.1% | +52.5% |
| All | +111.6% | +35.4% | +76.2% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling