+73.5%
CART vs IT
-46.1%
+119.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +0.3% | -7.5% | +7.8% | +1.8% |
| 30D | +22.4% | -1.2% | +23.6% | +22.0% |
| 3M | +15.6% | -2.2% | +17.8% | +15.2% |
| 6M | +44.9% | +19.1% | +25.8% | +38.5% |
| YTD | +30.0% | -25.1% | +55.1% | +33.9% |
| 1Y | +56.6% | -17.4% | +74.0% | +58.6% |
| 3Y | +131.9% | -54.1% | +186.0% | +175.7% |
| All | +73.5% | -46.1% | +119.6% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling