+58.8%
CART vs M
+28.8%
+30.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.9% | +3.5% | -1.6% |
| 7D | +1.2% | -2.1% | +3.3% | +1.5% |
| 30D | +27.1% | +7.7% | +19.4% | +25.7% |
| 3M | +27.4% | -4.4% | +31.8% | +27.4% |
| 6M | +32.1% | +27.5% | +4.6% | +30.3% |
| YTD | +28.5% | +12.8% | +15.7% | +27.9% |
| 1Y | +58.8% | +20.7% | +38.1% | +54.7% |
| All | +58.8% | +28.8% | +30.0% | +54.7% |
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