+72.5%
CART vs LEN
-17.1%
+89.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.0% |
| 7D | +3.0% | +2.1% | +0.9% | +2.6% |
| 30D | +28.6% | +16.6% | +12.0% | +25.8% |
| 3M | +29.1% | +5.3% | +23.8% | +27.9% |
| 6M | +44.7% | -0.8% | +45.5% | +44.2% |
| YTD | +29.2% | -11.7% | +41.0% | +29.7% |
| 1Y | +66.2% | -24.6% | +90.8% | +70.5% |
| 3Y | +112.8% | -18.7% | +131.5% | +79.0% |
| All | +72.5% | -17.1% | +89.6% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 5y: compounded portfolio wealth divided by compounded LEN 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…
5y analysis · Full analysis span regression · 6 months rolling