+72.5%
CART vs IT
-45.7%
+118.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.3% |
| 7D | +3.0% | -16.9% | +19.9% | +6.3% |
| 30D | +28.6% | +2.3% | +26.2% | +27.2% |
| 3M | +29.1% | +2.9% | +26.2% | +27.4% |
| 6M | +44.7% | +25.9% | +18.9% | +36.8% |
| YTD | +29.2% | -24.6% | +53.9% | +32.9% |
| 1Y | +66.2% | -16.0% | +82.2% | +67.7% |
| 3Y | +112.8% | -51.6% | +164.4% | +152.1% |
| All | +72.5% | -45.7% | +118.2% | +92.1% |
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