+51.5%
CART vs SAN
+348.9%
-297.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +1.0% | +1.8% | -0.7% | +0.7% |
| 30D | +12.6% | +2.0% | +10.6% | +12.2% |
| 3M | +23.1% | +19.7% | +3.4% | +18.8% |
| 6M | +39.5% | +30.6% | +8.9% | +31.6% |
| YTD | +13.5% | +28.8% | -15.3% | +7.1% |
| 1Y | +14.9% | +57.8% | -42.9% | +2.6% |
| All | +51.5% | +348.9% | -297.4% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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