+58.3%
CART vs INFQ
-37.6%
+95.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +19.5% | -18.9% | +1.0% |
| 7D | +3.0% | +0.1% | +2.8% | +3.0% |
| 30D | +28.6% | -23.6% | +52.2% | +27.7% |
| 3M | +29.1% | -20.0% | +49.1% | +28.2% |
| 6M | +44.7% | -34.4% | +79.1% | +45.0% |
| All | +58.3% | -37.6% | +95.9% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 all: compounded portfolio wealth divided by compounded INFQ 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…
all analysis · Full analysis span regression · 6 months rolling