+62.4%
CART vs S
+36.5%
+25.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.2% |
| 7D | +1.4% | -8.2% | +9.6% | +3.3% |
| 30D | +29.7% | -7.6% | +37.3% | +31.4% |
| 3M | +29.7% | +12.0% | +17.8% | +24.7% |
| 6M | +36.8% | +50.6% | -13.8% | +20.4% |
| YTD | +31.7% | +56.6% | -24.9% | +12.3% |
| 1Y | +62.4% | +39.2% | +23.1% | +39.5% |
| All | +62.4% | +36.5% | +25.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling