+66.2%
CART vs IT
-20.0%
+86.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.4% |
| 7D | +3.0% | -16.9% | +19.9% | +6.7% |
| 30D | +28.6% | +2.3% | +26.2% | +26.8% |
| 3M | +29.1% | +2.9% | +26.2% | +27.0% |
| 6M | +44.7% | +25.9% | +18.9% | +36.3% |
| YTD | +29.2% | -24.6% | +53.9% | +40.5% |
| 1Y | +66.2% | -16.0% | +82.2% | +72.1% |
| All | +66.2% | -20.0% | +86.2% | +72.1% |
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 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