+111.6%
CART vs SFM
+24.6%
+87.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.1% | +2.7% | -1.5% |
| 7D | +1.2% | +7.5% | -6.3% | -0.3% |
| 30D | +27.1% | -20.8% | +47.9% | +31.6% |
| 3M | +27.4% | -39.4% | +66.8% | +38.6% |
| 6M | +32.1% | -34.5% | +66.6% | +40.5% |
| YTD | +28.5% | -35.2% | +63.7% | +36.1% |
| 1Y | +58.8% | -35.3% | +94.1% | +68.2% |
| All | +111.6% | +24.6% | +87.0% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling