+112.8%
CART vs SPG
+124.5%
-11.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.3% |
| 7D | +3.0% | +4.9% | -1.9% | +1.6% |
| 30D | +28.6% | +15.6% | +13.0% | +23.5% |
| 3M | +29.1% | +4.1% | +25.0% | +27.6% |
| 6M | +44.7% | +13.6% | +31.1% | +39.7% |
| YTD | +29.2% | +27.5% | +1.7% | +20.2% |
| 1Y | +66.2% | +32.2% | +33.9% | +52.9% |
| 3Y | +112.8% | +126.0% | -13.2% | +40.3% |
| All | +112.8% | +124.5% | -11.7% | +40.3% |
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