+51.5%
CART vs IT
-46.8%
+98.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.4% | -0.4% |
| 7D | +1.0% | -6.0% | +7.1% | +2.2% |
| 30D | +12.6% | 0.0% | +12.6% | +12.5% |
| 3M | +23.1% | +13.1% | +10.0% | +19.8% |
| 6M | +39.5% | +11.7% | +27.8% | +35.5% |
| YTD | +13.5% | -26.1% | +39.6% | +18.0% |
| 1Y | +14.9% | -21.3% | +36.1% | +17.5% |
| All | +51.5% | -46.8% | +98.3% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling