+72.5%
CART vs MKTX
-23.7%
+96.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | +28.6% | +0.9% | +27.7% | +28.5% |
| 3M | +29.1% | +2.3% | +26.8% | +28.8% |
| 6M | +44.7% | +12.4% | +32.3% | +43.4% |
| YTD | +29.2% | -7.3% | +36.5% | +30.9% |
| 1Y | +66.2% | +1.8% | +64.3% | +66.6% |
| 3Y | +112.8% | -21.2% | +134.0% | +121.1% |
| All | +72.5% | -23.7% | +96.2% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling