+48.4%
CART vs S
+29.4%
+18.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | +0.7% |
| 7D | +1.2% | +4.1% | -2.9% | +0.2% |
| 30D | +17.8% | -7.2% | +24.9% | +19.2% |
| 3M | +20.7% | 0.0% | +20.7% | +19.3% |
| 6M | +49.7% | +41.6% | +8.1% | +34.1% |
| YTD | +30.0% | +48.6% | -18.6% | +12.3% |
| 1Y | +48.4% | +30.0% | +18.3% | +26.9% |
| All | +48.4% | +29.4% | +18.9% | +26.9% |
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 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