+75.7%
CART vs ROIV
+243.8%
-168.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | +1.1% |
| 7D | +1.4% | +3.0% | -1.6% | +1.1% |
| 30D | +29.7% | +6.8% | +22.8% | +28.9% |
| 3M | +29.7% | +10.5% | +19.2% | +28.2% |
| 6M | +36.8% | +34.8% | +2.0% | +31.9% |
| YTD | +31.7% | +76.2% | -44.5% | +22.1% |
| 1Y | +62.4% | +92.4% | -30.0% | +48.5% |
| 3Y | +120.1% | +312.0% | -191.9% | +74.6% |
| All | +75.7% | +243.8% | -168.1% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling