+14.9%
CART vs SITM
+174.8%
-159.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.5% | -7.8% | -0.8% |
| 7D | +1.0% | +9.7% | -8.7% | +1.8% |
| 30D | +12.6% | +12.7% | -0.1% | +14.2% |
| 3M | +23.1% | -13.4% | +36.5% | +22.8% |
| 6M | +39.5% | +59.6% | -20.1% | +47.4% |
| YTD | +13.5% | +73.3% | -59.8% | +21.7% |
| 1Y | +14.9% | +165.5% | -150.7% | +25.8% |
| All | +14.9% | +174.8% | -159.9% | +25.8% |
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