+130.3%
CART vs INDA
+17.1%
+113.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | -0.6% | +3.1% | -3.7% | -2.4% |
| 30D | +23.1% | +11.3% | +11.8% | +15.5% |
| 3M | +19.2% | +3.0% | +16.2% | +17.2% |
| 6M | +45.7% | +6.5% | +39.1% | +40.4% |
| YTD | +30.9% | -4.6% | +35.4% | +35.5% |
| 1Y | +50.2% | -5.8% | +55.9% | +56.8% |
| All | +130.3% | +17.1% | +113.2% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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