+50.2%
CART vs SM
+72.9%
-22.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | +0.7% |
| 7D | -0.6% | +0.3% | -0.9% | -0.6% |
| 30D | +23.1% | -17.3% | +40.4% | +22.9% |
| 3M | +19.2% | -3.6% | +22.8% | +18.9% |
| 6M | +45.7% | +2.9% | +42.8% | +44.8% |
| YTD | +30.9% | +70.2% | -39.3% | +30.0% |
| 1Y | +50.2% | +66.5% | -16.3% | +49.1% |
| All | +50.2% | +72.9% | -22.8% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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