+51.5%
CART vs IRM
+102.3%
-50.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.6% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +12.6% | -8.1% | +20.7% | +14.5% |
| 3M | +23.1% | -9.7% | +32.8% | +25.5% |
| 6M | +39.5% | +10.0% | +29.5% | +35.4% |
| YTD | +13.5% | +43.0% | -29.5% | +3.2% |
| 1Y | +14.9% | +32.7% | -17.8% | +5.6% |
| All | +51.5% | +102.3% | -50.7% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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