+71.5%
CART vs SGI
+56.5%
+15.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.9% |
| 7D | +1.2% | +5.3% | -4.1% | +0.1% |
| 30D | +27.1% | +8.2% | +18.9% | +24.9% |
| 3M | +27.4% | -2.2% | +29.6% | +27.6% |
| 6M | +32.1% | -8.4% | +40.5% | +33.5% |
| YTD | +28.5% | -23.4% | +51.9% | +34.2% |
| 1Y | +58.8% | -14.0% | +72.8% | +60.0% |
| 3Y | +114.8% | +78.8% | +36.0% | +64.7% |
| All | +71.5% | +56.5% | +15.0% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling