+62.4%
CART vs SITM
+47.5%
+14.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.4% | +10.9% | +0.9% |
| 7D | +1.4% | -19.5% | +20.9% | -0.2% |
| 30D | +29.7% | -43.2% | +72.9% | +24.7% |
| 3M | +29.7% | -30.8% | +60.6% | +27.5% |
| 6M | +36.8% | -28.6% | +65.4% | +37.2% |
| YTD | +31.7% | +14.2% | +17.5% | +40.5% |
| 1Y | +62.4% | +44.4% | +18.0% | +80.5% |
| All | +62.4% | +47.5% | +14.9% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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