+72.5%
CART vs SIRI
-9.6%
+82.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.8% |
| 7D | +3.0% | +12.6% | -9.6% | +1.4% |
| 30D | +28.6% | +25.9% | +2.7% | +24.8% |
| 3M | +29.1% | +10.3% | +18.8% | +27.3% |
| 6M | +44.7% | +24.8% | +19.9% | +40.6% |
| YTD | +29.2% | +68.6% | -39.4% | +20.8% |
| 1Y | +66.2% | +55.9% | +10.3% | +56.9% |
| 3Y | +112.8% | -22.3% | +135.2% | +126.5% |
| All | +72.5% | -9.6% | +82.1% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling