+51.5%
CART vs FIVE
+60.9%
-9.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -1.7% |
| 7D | +1.0% | +4.3% | -3.2% | +0.7% |
| 30D | +12.6% | +12.5% | +0.1% | +11.5% |
| 3M | +23.1% | +31.2% | -8.1% | +20.3% |
| 6M | +39.5% | +14.4% | +25.2% | +37.6% |
| YTD | +13.5% | +33.9% | -20.4% | +10.3% |
| 1Y | +14.9% | +65.1% | -50.2% | +9.4% |
| All | +51.5% | +60.9% | -9.4% | +34.9% |
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