+51.5%
CART vs PTC
-1.5%
+53.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.8% | +0.6% |
| 7D | +1.0% | -10.3% | +11.3% | +4.5% |
| 30D | +12.6% | +1.1% | +11.5% | +11.9% |
| 3M | +23.1% | +1.6% | +21.5% | +21.7% |
| 6M | +39.5% | -13.5% | +53.0% | +46.1% |
| YTD | +13.5% | -19.1% | +32.6% | +21.5% |
| 1Y | +14.9% | -33.9% | +48.7% | +31.7% |
| All | +51.5% | -1.5% | +53.0% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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