+111.6%
CART vs S
+32.3%
+79.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.8% | +6.4% | -0.8% |
| 7D | +1.2% | -16.7% | +17.9% | +4.5% |
| 30D | +27.1% | -17.0% | +44.1% | +31.1% |
| 3M | +27.4% | +2.0% | +25.4% | +25.8% |
| 6M | +32.1% | +35.1% | -2.9% | +23.3% |
| YTD | +28.5% | +42.8% | -14.3% | +18.0% |
| 1Y | +58.8% | +27.7% | +31.1% | +47.8% |
| All | +111.6% | +32.3% | +79.3% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling