+111.6%
CART vs SPG
+122.7%
-11.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.2% |
| 7D | +1.2% | +5.0% | -3.8% | -0.2% |
| 30D | +27.1% | +12.3% | +14.8% | +23.1% |
| 3M | +27.4% | +1.9% | +25.6% | +26.7% |
| 6M | +32.1% | +14.4% | +17.7% | +27.2% |
| YTD | +28.5% | +26.5% | +2.0% | +19.8% |
| 1Y | +58.8% | +30.7% | +28.1% | +46.7% |
| All | +111.6% | +122.7% | -11.1% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling