+62.4%
CART vs IT
-17.9%
+80.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | +1.4% | -5.5% | +6.8% | +2.2% |
| 30D | +29.7% | +10.3% | +19.3% | +25.9% |
| 3M | +29.7% | +11.5% | +18.2% | +25.5% |
| 6M | +36.8% | +40.3% | -3.5% | +25.5% |
| YTD | +31.7% | -17.9% | +49.5% | +40.7% |
| 1Y | +62.4% | -8.8% | +71.2% | +65.4% |
| All | +62.4% | -17.9% | +80.3% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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