+51.5%
CART vs SFM
+99.8%
-48.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.1% | -1.8% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +12.6% | -4.4% | +17.0% | +13.4% |
| 3M | +23.1% | +1.5% | +21.6% | +21.7% |
| 6M | +39.5% | +6.5% | +33.1% | +35.4% |
| YTD | +13.5% | +2.2% | +11.4% | +11.0% |
| 1Y | +14.9% | -41.9% | +56.8% | +28.8% |
| All | +51.5% | +99.8% | -48.3% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling