+62.4%
CART vs SPG
+34.3%
+28.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.9% |
| 7D | +1.4% | +8.2% | -6.8% | -0.4% |
| 30D | +29.7% | +13.5% | +16.2% | +26.0% |
| 3M | +29.7% | +2.2% | +27.5% | +28.4% |
| 6M | +36.8% | +15.9% | +20.9% | +34.1% |
| YTD | +31.7% | +27.6% | +4.1% | +23.3% |
| 1Y | +62.4% | +30.9% | +31.4% | +50.0% |
| All | +62.4% | +34.3% | +28.1% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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