+66.2%
CART vs S
+31.6%
+34.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.2% |
| 7D | +3.0% | -13.4% | +16.4% | +6.2% |
| 30D | +28.6% | -14.0% | +42.5% | +32.3% |
| 3M | +29.1% | +4.9% | +24.2% | +25.9% |
| 6M | +44.7% | +42.0% | +2.7% | +29.1% |
| YTD | +29.2% | +45.1% | -15.9% | +12.4% |
| 1Y | +66.2% | +33.1% | +33.1% | +45.3% |
| All | +66.2% | +31.6% | +34.5% | +45.3% |
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