+74.7%
CART vs PODD
-10.3%
+85.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.3% |
| 7D | +1.3% | +4.1% | -2.8% | +0.6% |
| 30D | +19.2% | +13.9% | +5.3% | +16.4% |
| 3M | +17.6% | +4.1% | +13.4% | +16.5% |
| 6M | +47.4% | +2.4% | +44.9% | +45.2% |
| YTD | +30.9% | -46.4% | +77.2% | +45.6% |
| 1Y | +46.0% | -54.2% | +100.1% | +67.4% |
| 3Y | +130.3% | -6.9% | +137.2% | +126.7% |
| All | +74.7% | -10.3% | +85.0% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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