+72.5%
CART vs SM
-18.8%
+91.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | +3.0% | -25.9% | +28.9% | +6.0% |
| 30D | +28.6% | -15.1% | +43.7% | +30.4% |
| 3M | +29.1% | +4.9% | +24.2% | +27.2% |
| 6M | +44.7% | +6.1% | +38.6% | +41.1% |
| YTD | +29.2% | +63.4% | -34.2% | +17.3% |
| 1Y | +66.2% | +72.5% | -6.3% | +49.3% |
| 3Y | +112.8% | -16.9% | +129.7% | +105.2% |
| All | +72.5% | -18.8% | +91.2% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling