+51.5%
CART vs SBAC
-6.0%
+57.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +1.0% | -0.8% | +1.8% | +1.1% |
| 30D | +12.6% | +6.9% | +5.7% | +12.0% |
| 3M | +23.1% | -8.2% | +31.3% | +23.9% |
| 6M | +39.5% | -1.6% | +41.2% | +39.0% |
| YTD | +13.5% | -0.1% | +13.7% | +12.8% |
| 1Y | +14.9% | -0.5% | +15.3% | +14.1% |
| All | +51.5% | -6.0% | +57.5% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling