+71.5%
CART vs S
+30.0%
+41.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.8% | +6.4% | -0.9% |
| 7D | +1.2% | -16.7% | +17.9% | +4.4% |
| 30D | +27.1% | -17.0% | +44.1% | +30.9% |
| 3M | +27.4% | +2.0% | +25.4% | +25.9% |
| 6M | +32.1% | +35.1% | -2.9% | +23.8% |
| YTD | +28.5% | +42.8% | -14.3% | +18.6% |
| 1Y | +58.8% | +27.7% | +31.1% | +48.4% |
| 3Y | +114.8% | +33.0% | +81.8% | +91.4% |
| All | +71.5% | +30.0% | +41.5% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling