+51.5%
CART vs ROIV
+214.1%
-162.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | +1.0% | +0.6% | +0.4% | +1.0% |
| 30D | +12.6% | +1.0% | +11.7% | +12.5% |
| 3M | +23.1% | +18.3% | +4.8% | +20.7% |
| 6M | +39.5% | +18.3% | +21.2% | +36.4% |
| YTD | +13.5% | +61.0% | -47.4% | +6.3% |
| 1Y | +14.9% | +177.9% | -163.0% | -1.1% |
| All | +51.5% | +214.1% | -162.6% | +21.9% |
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