+48.4%
CART vs IT
-17.7%
+66.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.4% |
| 7D | +1.2% | -3.7% | +4.8% | +1.9% |
| 30D | +17.8% | -3.1% | +20.9% | +17.7% |
| 3M | +20.7% | +6.3% | +14.4% | +18.0% |
| 6M | +49.7% | +24.8% | +25.0% | +41.6% |
| YTD | +30.0% | -24.4% | +54.4% | +38.5% |
| 1Y | +48.4% | -17.1% | +65.5% | +53.9% |
| All | +48.4% | -17.7% | +66.0% | +53.9% |
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