+130.3%
CART vs M
+159.6%
-29.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -0.6% | -3.3% | +2.7% | -0.2% |
| 30D | +23.1% | +8.1% | +15.0% | +21.7% |
| 3M | +19.2% | +2.2% | +17.0% | +18.5% |
| 6M | +45.7% | +35.1% | +10.6% | +40.0% |
| YTD | +30.9% | +15.8% | +15.1% | +27.7% |
| 1Y | +50.2% | +25.8% | +24.3% | +44.8% |
| All | +130.3% | +159.6% | -29.2% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling