+73.5%
CART vs LEN
-19.1%
+92.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.7% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | +22.4% | +13.0% | +9.4% | +20.3% |
| 3M | +15.6% | +1.9% | +13.7% | +15.0% |
| 6M | +44.9% | -0.7% | +45.6% | +44.5% |
| YTD | +30.0% | -13.8% | +43.8% | +30.9% |
| 1Y | +56.6% | -28.1% | +84.7% | +61.8% |
| 3Y | +131.9% | -22.8% | +154.8% | +98.7% |
| All | +73.5% | -19.1% | +92.6% | +44.5% |
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