+112.8%
CART vs ROIV
+314.9%
-202.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | +0.1% |
| 7D | +3.0% | +5.3% | -2.4% | +2.5% |
| 30D | +28.6% | +11.9% | +16.7% | +27.3% |
| 3M | +29.1% | +10.7% | +18.4% | +27.6% |
| 6M | +44.7% | +34.9% | +9.8% | +39.4% |
| YTD | +29.2% | +79.2% | -50.0% | +19.0% |
| 1Y | +66.2% | +89.0% | -22.9% | +51.4% |
| 3Y | +112.8% | +337.3% | -224.5% | +36.8% |
| All | +112.8% | +314.9% | -202.1% | +36.8% |
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