+72.5%
CART vs SPG
+132.1%
-59.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.3% |
| 7D | +3.0% | +4.9% | -1.9% | +1.5% |
| 30D | +28.6% | +15.6% | +13.0% | +23.3% |
| 3M | +29.1% | +4.1% | +25.0% | +27.5% |
| 6M | +44.7% | +13.6% | +31.1% | +39.4% |
| YTD | +29.2% | +27.5% | +1.7% | +19.7% |
| 1Y | +66.2% | +32.2% | +33.9% | +52.2% |
| 3Y | +112.8% | +126.0% | -13.2% | +45.0% |
| All | +72.5% | +132.1% | -59.6% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling