+51.5%
CART vs SGI
+61.1%
-9.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +1.0% | +8.5% | -7.5% | -0.6% |
| 30D | +12.6% | +0.7% | +11.9% | +12.3% |
| 3M | +23.1% | +0.6% | +22.5% | +22.6% |
| 6M | +39.5% | -17.9% | +57.5% | +44.4% |
| YTD | +13.5% | -21.2% | +34.7% | +18.2% |
| 1Y | +14.9% | -18.9% | +33.7% | +18.2% |
| All | +51.5% | +61.1% | -9.6% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling