+51.5%
CART vs SCHG
+91.4%
-39.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.7% |
| 7D | +1.0% | -0.7% | +1.7% | +1.5% |
| 30D | +12.6% | +0.2% | +12.4% | +12.5% |
| 3M | +23.1% | +2.2% | +20.9% | +21.5% |
| 6M | +39.5% | +15.0% | +24.5% | +27.8% |
| YTD | +13.5% | +9.2% | +4.4% | +7.5% |
| 1Y | +14.9% | +15.7% | -0.9% | +4.3% |
| All | +51.5% | +91.4% | -39.9% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling