+66.2%
CART vs M
+15.5%
+50.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.1% |
| 7D | +3.0% | -4.3% | +7.2% | +3.5% |
| 30D | +28.6% | +1.3% | +27.3% | +28.2% |
| 3M | +29.1% | -7.4% | +36.4% | +29.6% |
| 6M | +44.7% | +18.3% | +26.4% | +43.8% |
| YTD | +29.2% | +7.6% | +21.6% | +29.6% |
| 1Y | +66.2% | +17.4% | +48.8% | +63.1% |
| All | +66.2% | +15.5% | +50.7% | +63.1% |
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