+72.5%
CART vs PHM
+77.2%
-4.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +0.9% |
| 7D | +3.0% | +6.2% | -3.3% | +1.7% |
| 30D | +28.6% | +17.9% | +10.6% | +24.6% |
| 3M | +29.1% | +2.5% | +26.6% | +28.2% |
| 6M | +44.7% | +10.8% | +33.9% | +42.0% |
| YTD | +29.2% | +13.7% | +15.5% | +25.4% |
| 1Y | +66.2% | +12.4% | +53.8% | +61.4% |
| 3Y | +112.8% | +65.6% | +47.2% | +55.8% |
| All | +72.5% | +77.2% | -4.7% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 all: compounded portfolio wealth divided by compounded PHM 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…
all analysis · Full analysis span regression · 6 months rolling