+73.5%
CART vs SITM
+287.4%
-213.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.2% |
| 30D | +22.4% | -27.4% | +49.8% | +23.8% |
| 3M | +15.6% | -35.6% | +51.2% | +17.3% |
| 6M | +44.9% | -46.6% | +91.6% | +48.0% |
| YTD | +30.0% | +25.8% | +4.2% | +23.2% |
| 1Y | +56.6% | +38.2% | +18.4% | +46.7% |
| 3Y | +131.9% | +311.5% | -179.6% | +76.4% |
| All | +73.5% | +287.4% | -213.9% | +30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling