+56.6%
CART vs SIRI
+56.0%
+0.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +1.5% | +11.4% | -9.9% | +0.6% |
| 30D | +22.4% | +24.2% | -1.8% | +20.3% |
| 3M | +16.5% | +11.1% | +5.4% | +15.0% |
| 6M | +44.9% | +23.9% | +21.0% | +44.1% |
| YTD | +30.0% | +70.0% | -40.0% | +36.8% |
| All | +56.6% | +56.0% | +0.6% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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