+38.4%
CART vs GWRE
+53.2%
-14.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.0% | +2.2% | -1.8% |
| 7D | -9.5% | -26.2% | +16.7% | -4.1% |
| 30D | -7.8% | -17.8% | +10.0% | -4.7% |
| 3M | +10.4% | +14.2% | -3.8% | +5.9% |
| 6M | +20.1% | -12.9% | +32.9% | +21.0% |
| YTD | +3.7% | -29.2% | +32.9% | +8.2% |
| 1Y | +2.6% | -44.4% | +47.0% | +12.0% |
| All | +38.4% | +53.2% | -14.8% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling