+73.5%
CART vs SGI
+52.8%
+20.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | 0.0% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +22.4% | +6.6% | +15.8% | +20.6% |
| 3M | +16.5% | +1.8% | +14.7% | +15.8% |
| 6M | +44.9% | -3.9% | +48.8% | +45.1% |
| YTD | +30.0% | -25.2% | +55.2% | +36.4% |
| 1Y | +59.1% | -26.7% | +85.8% | +67.4% |
| 3Y | +138.8% | +86.8% | +52.0% | +81.7% |
| All | +73.5% | +52.8% | +20.7% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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