+111.6%
CART vs SAN
+243.2%
-131.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | +1.2% | +3.5% | -2.3% | +0.5% |
| 30D | +27.1% | -13.2% | +40.3% | +30.2% |
| 3M | +27.4% | -16.9% | +44.4% | +31.6% |
| 6M | +32.1% | +2.3% | +29.8% | +31.0% |
| YTD | +28.5% | +4.9% | +23.5% | +25.9% |
| 1Y | +58.8% | +20.4% | +38.4% | +50.3% |
| All | +111.6% | +243.2% | -131.6% | +51.8% |
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