+66.2%
CART vs SITM
+26.7%
+39.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +17.4% | -16.9% | +1.6% |
| 7D | +3.0% | -6.7% | +9.7% | +2.6% |
| 30D | +28.6% | -37.3% | +65.9% | +24.9% |
| 3M | +29.1% | -39.4% | +68.4% | +25.5% |
| 6M | +44.7% | -33.1% | +77.8% | +44.5% |
| YTD | +29.2% | +18.0% | +11.2% | +37.0% |
| 1Y | +66.2% | +22.7% | +43.5% | +77.0% |
| All | +66.2% | +26.7% | +39.4% | +77.0% |
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