+74.7%
CART vs ROIV
+276.3%
-201.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -0.6% | +9.5% | -10.1% | -1.3% |
| 30D | +23.1% | +21.0% | +2.1% | +21.1% |
| 3M | +19.2% | +18.7% | +0.5% | +17.2% |
| 6M | +45.7% | +44.5% | +1.2% | +39.8% |
| YTD | +30.9% | +92.9% | -62.0% | +20.5% |
| 1Y | +50.2% | +100.2% | -50.1% | +37.4% |
| 3Y | +133.5% | +375.0% | -241.5% | +83.0% |
| All | +74.7% | +276.3% | -201.7% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling