+62.4%
CART vs M
+36.6%
+25.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.6% | -6.1% | +0.7% |
| 7D | +1.4% | +8.3% | -6.9% | +0.4% |
| 30D | +29.7% | +14.2% | +15.5% | +27.4% |
| 3M | +29.7% | -1.1% | +30.8% | +28.9% |
| 6M | +36.8% | +36.6% | +0.2% | +34.0% |
| YTD | +31.7% | +19.8% | +11.9% | +30.1% |
| 1Y | +62.4% | +37.2% | +25.2% | +55.9% |
| All | +62.4% | +36.6% | +25.8% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling