+73.5%
CART vs M
+157.2%
-83.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +1.2% | +0.6% | +0.6% | +1.0% |
| 30D | +17.8% | +7.0% | +10.8% | +16.4% |
| 3M | +20.7% | +3.1% | +17.6% | +19.8% |
| 6M | +49.7% | +33.5% | +16.2% | +43.1% |
| YTD | +30.0% | +13.4% | +16.6% | +26.7% |
| 1Y | +48.4% | +22.4% | +26.0% | +42.6% |
| 3Y | +132.0% | +150.9% | -18.9% | +66.1% |
| All | +73.5% | +157.2% | -83.7% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling