+62.4%
CART vs SCHG
+5.5%
+56.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.0% |
| 7D | +1.4% | -2.5% | +3.9% | +2.5% |
| 30D | +29.7% | -5.4% | +35.1% | +32.8% |
| 3M | +29.7% | -2.2% | +31.9% | +30.9% |
| 6M | +36.8% | +5.2% | +31.6% | +34.5% |
| YTD | +31.7% | +6.8% | +24.9% | +29.7% |
| 1Y | +62.4% | +5.9% | +56.5% | +60.7% |
| All | +62.4% | +5.5% | +56.8% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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