+50.2%
CART vs SPG
+33.6%
+16.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.6% | +2.7% | -3.3% | -1.1% |
| 30D | +23.1% | +16.6% | +6.5% | +19.5% |
| 3M | +19.2% | +8.1% | +11.1% | +17.0% |
| 6M | +45.7% | +19.3% | +26.3% | +43.0% |
| YTD | +30.9% | +31.1% | -0.2% | +24.8% |
| 1Y | +50.2% | +32.8% | +17.4% | +43.2% |
| All | +50.2% | +33.6% | +16.6% | +43.2% |
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