+66.2%
CART vs SM
+72.1%
-5.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.6% |
| 7D | +3.0% | -25.9% | +28.9% | +3.1% |
| 30D | +28.6% | -15.1% | +43.7% | +28.5% |
| 3M | +29.1% | +4.9% | +24.2% | +28.3% |
| 6M | +44.7% | +6.1% | +38.6% | +42.7% |
| YTD | +29.2% | +63.4% | -34.2% | +24.4% |
| 1Y | +66.2% | +72.5% | -6.3% | +53.1% |
| All | +66.2% | +72.1% | -5.9% | +53.1% |
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