+31.6%
CART vs IRE
-84.4%
+116.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +14.0% | -15.2% | -1.3% |
| 7D | +1.0% | +54.8% | -53.7% | +0.8% |
| 30D | +12.6% | +18.4% | -5.8% | +12.4% |
| 3M | +23.1% | -66.7% | +89.9% | +22.9% |
| 6M | +39.5% | -52.3% | +91.9% | +39.4% |
| YTD | +13.5% | -52.3% | +65.9% | +12.7% |
| All | +31.6% | -84.4% | +116.0% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling