+62.4%
CART vs IRE
-97.6%
+159.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -23.2% | +24.8% | +1.6% |
| 7D | +1.4% | -46.8% | +48.2% | +1.5% |
| 30D | +29.7% | -75.5% | +105.2% | +30.3% |
| 3M | +29.7% | -79.4% | +109.1% | +30.2% |
| 6M | +36.8% | -91.3% | +128.1% | +37.3% |
| YTD | +31.7% | -90.8% | +122.5% | +31.4% |
| 1Y | +62.4% | -97.7% | +160.1% | +66.6% |
| All | +62.4% | -97.6% | +159.9% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling