+111.6%
CART vs IT
-48.9%
+160.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | -1.5% |
| 7D | +1.2% | -12.0% | +13.2% | +3.5% |
| 30D | +27.1% | +7.1% | +20.0% | +24.6% |
| 3M | +27.4% | +6.3% | +21.2% | +24.9% |
| 6M | +32.1% | +32.5% | -0.4% | +23.1% |
| YTD | +28.5% | -21.5% | +50.0% | +31.8% |
| 1Y | +58.8% | -16.5% | +75.3% | +60.9% |
| All | +111.6% | -48.9% | +160.5% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling