+71.5%
CART vs IT
-43.5%
+114.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | -1.6% |
| 7D | +1.2% | -12.0% | +13.2% | +3.4% |
| 30D | +27.1% | +7.1% | +20.0% | +24.7% |
| 3M | +27.4% | +6.3% | +21.2% | +25.1% |
| 6M | +32.1% | +32.5% | -0.4% | +23.6% |
| YTD | +28.5% | -21.5% | +50.0% | +31.2% |
| 1Y | +58.8% | -16.5% | +75.3% | +60.3% |
| 3Y | +114.8% | -48.8% | +163.5% | +152.5% |
| All | +71.5% | -43.5% | +114.9% | +89.5% |
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