+73.5%
CART vs ROIV
+265.7%
-192.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.2% |
| 7D | +1.5% | +13.3% | -11.8% | +0.5% |
| 30D | +22.4% | +14.8% | +7.6% | +20.9% |
| 3M | +16.5% | +11.9% | +4.6% | +15.2% |
| 6M | +44.9% | +42.4% | +2.5% | +39.1% |
| YTD | +30.0% | +87.4% | -57.5% | +19.9% |
| 1Y | +59.1% | +97.2% | -38.2% | +45.5% |
| 3Y | +138.8% | +375.7% | -236.9% | +86.8% |
| All | +73.5% | +265.7% | -192.3% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling