+72.5%
CART vs INDA
+13.6%
+58.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | -0.5% |
| 7D | +3.0% | +6.6% | -3.7% | -1.0% |
| 30D | +28.6% | +10.4% | +18.2% | +20.8% |
| 3M | +29.1% | +1.5% | +27.5% | +28.0% |
| 6M | +44.7% | +1.7% | +43.0% | +43.2% |
| YTD | +29.2% | -5.8% | +35.1% | +35.1% |
| 1Y | +66.2% | -5.1% | +71.2% | +72.6% |
| 3Y | +112.8% | +16.0% | +96.8% | +70.5% |
| All | +72.5% | +13.6% | +58.9% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling