+48.4%
CART vs SGI
-33.8%
+82.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.4% |
| 7D | +1.2% | -10.7% | +11.9% | +2.3% |
| 30D | +17.8% | -3.6% | +21.4% | +18.0% |
| 3M | +20.7% | -5.4% | +26.1% | +21.2% |
| 6M | +49.7% | -7.0% | +56.8% | +51.1% |
| YTD | +30.0% | -31.6% | +61.6% | +34.4% |
| 1Y | +48.4% | -33.5% | +81.9% | +52.9% |
| All | +48.4% | -33.8% | +82.2% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling