+111.6%
CART vs SBAC
-8.7%
+120.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | +1.2% | +4.4% | -3.2% | +0.7% |
| 30D | +27.1% | +13.8% | +13.3% | +25.4% |
| 3M | +27.4% | +9.0% | +18.5% | +26.2% |
| 6M | +32.1% | -10.0% | +42.1% | +32.6% |
| YTD | +28.5% | +1.8% | +26.7% | +27.1% |
| 1Y | +58.8% | +1.1% | +57.7% | +57.2% |
| All | +111.6% | -8.7% | +120.3% | +108.9% |
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 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