+71.5%
CART vs SBAC
-4.2%
+75.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +32.7% |
| YTD | +28.5% | +1.8% | +26.7% | +27.1% |
| 1Y | +58.8% | +1.1% | +57.7% | +57.2% |
| 3Y | +114.8% | -9.5% | +124.3% | +116.9% |
| All | +71.5% | -4.2% | +75.7% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling