+42.4%
CART vs GWRE
+61.3%
-18.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.8% | +1.8% | -4.3% |
| 7D | -4.1% | -25.6% | +21.5% | +1.4% |
| 30D | -4.3% | -12.2% | +7.9% | -2.6% |
| 3M | +13.1% | +17.7% | -4.6% | +7.8% |
| 6M | +26.0% | -11.3% | +37.4% | +26.4% |
| YTD | +6.7% | -25.5% | +32.2% | +10.1% |
| 1Y | +6.3% | -42.8% | +49.1% | +15.3% |
| All | +42.4% | +61.3% | -18.9% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling