+111.6%
CART vs ROIV
+290.8%
-179.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -2.1% |
| 7D | +1.2% | -2.4% | +3.6% | +1.4% |
| 30D | +27.1% | +3.1% | +24.0% | +26.7% |
| 3M | +27.4% | +5.8% | +21.6% | +26.4% |
| 6M | +32.1% | +29.3% | +2.8% | +27.6% |
| YTD | +28.5% | +68.8% | -40.3% | +18.8% |
| 1Y | +58.8% | +81.0% | -22.2% | +45.0% |
| All | +111.6% | +290.8% | -179.2% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling