+72.5%
CART vs GEN
+66.4%
+6.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.4% |
| 7D | +3.0% | +2.3% | +0.7% | +2.2% |
| 30D | +28.6% | +33.1% | -4.5% | +16.9% |
| 3M | +29.1% | +6.5% | +22.6% | +26.1% |
| 6M | +44.7% | +53.8% | -9.1% | +24.7% |
| YTD | +29.2% | +11.2% | +18.0% | +22.2% |
| 1Y | +66.2% | +19.4% | +46.8% | +54.1% |
| 3Y | +112.8% | +81.0% | +31.8% | +65.0% |
| All | +72.5% | +66.4% | +6.0% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 5y: compounded portfolio wealth divided by compounded GEN 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…
5y analysis · Full analysis span regression · 6 months rolling