+50.2%
CART vs SBAC
-2.9%
+53.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -0.6% | -2.8% | +2.2% | -0.3% |
| 30D | +23.1% | +3.1% | +20.0% | +22.5% |
| 3M | +19.2% | +5.1% | +14.0% | +18.3% |
| 6M | +45.7% | -11.4% | +57.1% | +45.1% |
| YTD | +30.9% | +0.2% | +30.7% | +28.7% |
| 1Y | +50.2% | -3.9% | +54.1% | +46.9% |
| All | +50.2% | -2.9% | +53.1% | +46.9% |
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