+73.5%
CART vs SGI
+39.8%
+33.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.1% |
| 7D | +1.2% | -10.7% | +11.9% | +3.3% |
| 30D | +17.8% | -3.6% | +21.4% | +18.2% |
| 3M | +20.7% | -5.4% | +26.1% | +21.6% |
| 6M | +49.7% | -7.0% | +56.8% | +50.7% |
| YTD | +30.0% | -31.6% | +61.6% | +38.7% |
| 1Y | +48.4% | -33.5% | +81.9% | +59.2% |
| 3Y | +132.0% | +66.5% | +65.5% | +80.7% |
| All | +73.5% | +39.8% | +33.7% | +47.0% |
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