+112.8%
CART vs SBAC
-10.4%
+123.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | +3.0% | +1.2% | +1.7% | +2.8% |
| 30D | +28.6% | +11.2% | +17.4% | +27.1% |
| 3M | +29.1% | +4.5% | +24.6% | +28.3% |
| 6M | +44.7% | -12.2% | +56.9% | +45.6% |
| YTD | +29.2% | -0.1% | +29.3% | +28.1% |
| 1Y | +66.2% | -0.3% | +66.4% | +64.7% |
| 3Y | +112.8% | -8.7% | +121.5% | +110.5% |
| All | +112.8% | -10.4% | +123.2% | +110.5% |
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