+72.5%
CART vs SFM
+20.5%
+51.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.5% |
| 7D | +3.0% | -1.2% | +4.2% | +3.0% |
| 30D | +28.6% | -24.8% | +53.3% | +34.8% |
| 3M | +29.1% | -43.7% | +72.8% | +43.5% |
| 6M | +44.7% | -37.3% | +82.0% | +55.9% |
| YTD | +29.2% | -38.4% | +67.6% | +38.7% |
| 1Y | +66.2% | -36.9% | +103.1% | +77.3% |
| 3Y | +112.8% | +20.7% | +92.1% | +55.7% |
| All | +72.5% | +20.5% | +51.9% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling