+112.8%
CART vs SAN
+235.5%
-122.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.0% |
| 7D | +3.0% | +4.9% | -2.0% | +2.0% |
| 30D | +28.6% | -13.0% | +41.5% | +31.6% |
| 3M | +29.1% | -18.9% | +47.9% | +33.8% |
| 6M | +44.7% | -4.1% | +48.9% | +45.3% |
| YTD | +29.2% | +2.6% | +26.6% | +27.1% |
| 1Y | +66.2% | +16.9% | +49.2% | +58.1% |
| 3Y | +112.8% | +239.1% | -126.2% | +53.2% |
| All | +112.8% | +235.5% | -122.7% | +53.2% |
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