+62.4%
CART vs SBAC
+2.4%
+60.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.3% | +0.8% |
| 7D | +1.4% | +5.8% | -4.4% | +0.6% |
| 30D | +29.7% | +20.8% | +8.9% | +27.0% |
| 3M | +29.7% | +4.8% | +25.0% | +28.5% |
| 6M | +36.8% | -9.1% | +45.9% | +36.2% |
| YTD | +31.7% | +3.1% | +28.6% | +30.4% |
| 1Y | +62.4% | +2.2% | +60.2% | +61.9% |
| All | +62.4% | +2.4% | +60.0% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling