+51.5%
CART vs SITM
+433.6%
-382.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.5% | -7.8% | -1.5% |
| 7D | +1.0% | +9.7% | -8.7% | +0.6% |
| 30D | +12.6% | +12.7% | -0.1% | +11.7% |
| 3M | +23.1% | -13.4% | +36.5% | +23.4% |
| 6M | +39.5% | +59.6% | -20.1% | +32.6% |
| YTD | +13.5% | +73.3% | -59.8% | +6.6% |
| 1Y | +14.9% | +165.5% | -150.7% | +1.4% |
| All | +51.5% | +433.6% | -382.0% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling