+73.5%
CART vs SPG
+137.4%
-63.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +1.2% | +3.1% | -1.9% | +0.3% |
| 30D | +17.8% | +16.4% | +1.4% | +12.7% |
| 3M | +20.7% | +7.1% | +13.6% | +18.3% |
| 6M | +49.7% | +16.1% | +33.6% | +43.3% |
| YTD | +30.0% | +30.4% | -0.4% | +19.7% |
| 1Y | +48.4% | +33.0% | +15.4% | +35.7% |
| 3Y | +132.0% | +134.6% | -2.7% | +56.0% |
| All | +73.5% | +137.4% | -63.8% | +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