+131.9%
CART vs S
+54.2%
+77.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.3% | +1.4% | -1.1% | -0.1% |
| 30D | +22.4% | -10.8% | +33.2% | +24.5% |
| 3M | +15.6% | +5.4% | +10.2% | +13.5% |
| 6M | +44.9% | +41.2% | +3.7% | +34.4% |
| YTD | +30.0% | +56.2% | -26.2% | +17.9% |
| 1Y | +56.6% | +36.3% | +20.3% | +44.3% |
| 3Y | +131.9% | +49.4% | +82.5% | +103.2% |
| All | +131.9% | +54.2% | +77.7% | +103.2% |
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