+73.5%
CART vs IT
-45.5%
+118.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +1.5% | -18.8% | +20.3% | +5.3% |
| 30D | +22.4% | -0.1% | +22.5% | +21.8% |
| 3M | +16.5% | +2.9% | +13.6% | +15.0% |
| 6M | +44.9% | +20.4% | +24.5% | +38.1% |
| YTD | +30.0% | -24.3% | +54.3% | +33.6% |
| 1Y | +59.1% | -17.2% | +76.2% | +60.9% |
| 3Y | +138.8% | -52.4% | +191.2% | +182.9% |
| All | +73.5% | -45.5% | +118.9% | +93.0% |
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