+112.8%
CART vs SITM
+269.8%
-157.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +17.4% | -16.9% | -0.1% |
| 7D | +3.0% | -6.7% | +9.7% | +3.1% |
| 30D | +28.6% | -37.3% | +65.9% | +30.5% |
| 3M | +29.1% | -39.4% | +68.4% | +31.0% |
| 6M | +44.7% | -33.1% | +77.8% | +45.2% |
| YTD | +29.2% | +18.0% | +11.2% | +23.3% |
| 1Y | +66.2% | +22.7% | +43.5% | +57.6% |
| 3Y | +112.8% | +283.8% | -171.0% | +65.8% |
| All | +112.8% | +269.8% | -157.0% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling